+2,277.8%
CLS vs MTB
+732.9%
+1,544.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.3% | +5.6% | +6.8% |
| 7D | -10.6% | -0.8% | -9.8% | -10.1% |
| 30D | -38.4% | +2.4% | -40.9% | -39.2% |
| 3M | -29.9% | -10.5% | -19.4% | -26.3% |
| 6M | -40.6% | +6.4% | -47.0% | -42.8% |
| YTD | -24.6% | +12.8% | -37.4% | -29.7% |
| 1Y | -30.8% | +23.3% | -54.1% | -38.1% |
| 3Y | +811.7% | +108.2% | +703.5% | +530.9% |
| 5Y | +1,838.4% | +68.6% | +1,769.9% | +1,333.9% |
| 10Y | +1,751.5% | +125.3% | +1,626.2% | +1,021.5% |
| All | +2,277.8% | +732.9% | +1,544.9% | +557.6% |
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