+202.2%
CLS vs MULL
+1,303.2%
-1,101.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.3% | +7.9% | +5.5% |
| 7D | +23.5% | +43.3% | -19.7% | +10.8% |
| 30D | -28.9% | -37.4% | +8.5% | -20.6% |
| 3M | -25.2% | -36.8% | +11.7% | -18.3% |
| 6M | -32.1% | -36.9% | +4.8% | -35.6% |
| YTD | -14.1% | +250.7% | -264.7% | -59.0% |
| 1Y | -24.1% | +337.6% | -361.7% | -67.3% |
| All | +202.2% | +1,303.2% | -1,101.0% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling