+4,221.2%
CLS vs MTUM
+609.5%
+3,611.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.9% |
| 7D | +20.1% | +4.1% | +16.0% | +14.8% |
| 30D | +6.0% | +0.6% | +5.4% | +5.9% |
| 3M | -10.3% | -0.6% | -9.6% | -8.6% |
| 6M | +24.5% | +25.3% | -0.8% | -0.1% |
| YTD | +12.9% | +23.8% | -11.0% | -7.6% |
| 1Y | +36.7% | +25.4% | +11.3% | +12.5% |
| 3Y | +1,328.1% | +117.3% | +1,210.8% | +675.0% |
| 5Y | +3,682.3% | +79.7% | +3,602.6% | +2,292.2% |
| 10Y | +3,038.3% | +359.6% | +2,678.7% | +874.6% |
| All | +4,221.2% | +609.5% | +3,611.8% | +865.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling