+166.3%
CLS vs MULL
+1,070.1%
-903.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.2% |
| 7D | -13.9% | -32.2% | +18.4% | -5.2% |
| 30D | -38.2% | -55.4% | +17.2% | -23.9% |
| 3M | -28.8% | -41.3% | +12.4% | -20.2% |
| 6M | -40.4% | -44.9% | +4.5% | -41.2% |
| YTD | -24.3% | +192.4% | -216.7% | -61.7% |
| 1Y | -35.0% | +239.4% | -274.5% | -69.7% |
| All | +166.3% | +1,070.1% | -903.7% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling