+3,154.0%
CLS vs MTUM
+357.8%
+2,796.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.3% | +5.0% |
| 7D | +10.9% | +0.7% | +10.2% | +10.2% |
| 30D | +2.1% | -2.4% | +4.5% | +5.7% |
| 3M | -10.2% | -3.6% | -6.5% | -5.1% |
| 6M | +30.4% | +23.7% | +6.7% | +4.9% |
| YTD | +17.2% | +22.9% | -5.7% | -4.3% |
| 1Y | +41.0% | +21.8% | +19.3% | +18.5% |
| 3Y | +1,338.0% | +114.4% | +1,223.5% | +669.4% |
| 5Y | +3,860.6% | +79.6% | +3,781.0% | +2,347.4% |
| All | +3,154.0% | +357.8% | +2,796.2% | +889.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling