+3,616.8%
CLS vs MTUM
+76.4%
+3,540.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | +0.7% |
| 7D | +5.0% | +1.2% | +3.7% | +2.9% |
| 30D | +4.8% | -1.7% | +6.5% | +8.5% |
| 3M | -10.4% | -0.5% | -9.9% | -9.6% |
| 6M | +20.8% | +22.3% | -1.5% | -11.1% |
| YTD | +10.0% | +21.4% | -11.3% | -17.4% |
| 1Y | +28.5% | +20.0% | +8.5% | +0.4% |
| 3Y | +1,292.2% | +113.0% | +1,179.3% | +486.1% |
| All | +3,616.8% | +76.4% | +3,540.4% | +1,715.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling