-41.5%
CLS vs MTB
+6.1%
-47.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.3% | +5.6% | +7.7% |
| 7D | -10.6% | -0.8% | -9.8% | -10.7% |
| 30D | -38.4% | +2.4% | -40.9% | -38.4% |
| 3M | -29.9% | -10.5% | -19.4% | -28.9% |
| All | -41.5% | +6.1% | -47.6% | -41.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling