-29.6%
CLS vs MTUM
+9.7%
-39.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -2.0% | -7.1% | -5.4% |
| 7D | -21.1% | -10.1% | -11.0% | -3.5% |
| 30D | -38.2% | -15.6% | -22.7% | -14.4% |
| 3M | -36.3% | -12.7% | -23.6% | -15.8% |
| 6M | -43.8% | -3.7% | -40.1% | -42.0% |
| YTD | -20.0% | +9.4% | -29.5% | -39.0% |
| 1Y | -29.6% | +10.2% | -39.8% | -45.9% |
| All | -29.6% | +9.7% | -39.3% | -45.9% |
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