-34.7%
CLS vs MUZ
-52.7%
+18.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -23.9% | +32.4% | +2.1% |
| 7D | +2.8% | -17.7% | +20.4% | +1.3% |
| 30D | -30.1% | +14.5% | -44.6% | -23.4% |
| 3M | -21.7% | -25.7% | +4.0% | -19.6% |
| All | -34.7% | -52.7% | +18.1% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 6mo: compounded portfolio wealth divided by compounded MUZ 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…
6mo analysis · Full analysis span regression · Available span rolling