+3,231.7%
CLS vs MTB
+796.9%
+2,434.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +4.6% | +1.7% | +2.8% | +3.8% |
| 30D | -13.9% | -4.2% | -9.7% | -12.1% |
| 3M | -26.6% | +8.9% | -35.4% | -29.7% |
| 6M | +15.4% | +10.9% | +4.5% | +9.5% |
| YTD | +5.7% | +21.5% | -15.8% | -4.6% |
| 1Y | +41.1% | +21.9% | +19.2% | +26.7% |
| 3Y | +1,228.6% | +109.2% | +1,119.3% | +817.5% |
| 5Y | +3,240.6% | +102.0% | +3,138.7% | +2,169.0% |
| 10Y | +2,760.3% | +171.9% | +2,588.4% | +1,488.8% |
| All | +3,231.7% | +796.9% | +2,434.8% | +792.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling