-29.6%
CLS vs MULL
+444.9%
-474.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -13.8% | +4.7% | -5.6% |
| 7D | -21.1% | -35.9% | +14.8% | -12.0% |
| 30D | -38.2% | -47.3% | +9.1% | -28.2% |
| 3M | -36.3% | -30.6% | -5.7% | -31.4% |
| 6M | -43.8% | +13.7% | -57.5% | -53.5% |
| YTD | -20.0% | +272.1% | -292.1% | -59.3% |
| 1Y | -29.6% | +475.1% | -504.7% | -71.2% |
| All | -29.6% | +444.9% | -474.5% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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