-3.9%
MCD vs CLS
-28.7%
+24.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -9.1% | +15.6% | +5.9% |
| 7D | +11.9% | -21.1% | +33.0% | +10.4% |
| 30D | +20.2% | -38.2% | +58.5% | +17.4% |
| 3M | +5.2% | -36.3% | +41.5% | +3.1% |
| 6M | 0.0% | -43.8% | +43.8% | -1.9% |
| YTD | -6.5% | -20.0% | +13.5% | -7.6% |
| 1Y | -3.9% | -29.6% | +25.7% | -5.4% |
| All | -3.9% | -28.7% | +24.8% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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