+1,312.5%
CLS vs MTB
+118.5%
+1,194.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +6.0% |
| 7D | +12.8% | +2.8% | +10.0% | +11.2% |
| 30D | +3.8% | -4.2% | +8.0% | +6.2% |
| 3M | -14.6% | +7.8% | -22.4% | -18.4% |
| 6M | +32.2% | +14.8% | +17.4% | +21.7% |
| YTD | +11.6% | +20.8% | -9.2% | -1.2% |
| 1Y | +35.1% | +23.1% | +11.9% | +18.0% |
| 3Y | +1,312.5% | +114.8% | +1,197.7% | +828.1% |
| All | +1,312.5% | +118.5% | +1,194.0% | +828.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling