+41.1%
CLS vs MTUM
+26.3%
+14.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -2.4% |
| 7D | +4.6% | +1.7% | +2.9% | +1.5% |
| 30D | -13.9% | -1.7% | -12.2% | -10.6% |
| 3M | -26.6% | -6.3% | -20.2% | -17.1% |
| 6M | +15.4% | +21.8% | -6.4% | -26.8% |
| YTD | +5.7% | +22.0% | -16.4% | -33.8% |
| 1Y | +41.1% | +25.3% | +15.8% | -11.7% |
| All | +41.1% | +26.3% | +14.8% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling