+185.9%
CLS vs MULL
+1,230.7%
-1,044.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.2% | -0.2% | -3.9% |
| 7D | +16.3% | +24.5% | -8.2% | +8.7% |
| 30D | -25.7% | -35.5% | +9.8% | -17.7% |
| 3M | -30.9% | -44.8% | +13.9% | -21.6% |
| 6M | -35.5% | -45.5% | +10.0% | -36.0% |
| YTD | -18.7% | +232.5% | -251.2% | -60.6% |
| 1Y | -17.9% | +343.3% | -361.2% | -65.0% |
| All | +185.9% | +1,230.7% | -1,044.8% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling