-8.1%
MCD vs CLS
-28.7%
+20.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.5% | -11.1% | -2.0% |
| 7D | -1.9% | +2.8% | -4.7% | -1.7% |
| 30D | +16.6% | -30.1% | +46.7% | +14.6% |
| 3M | +0.9% | -21.7% | +22.7% | -0.1% |
| 6M | +1.5% | -36.2% | +37.7% | -0.1% |
| YTD | -8.3% | -17.8% | +9.5% | -9.1% |
| 1Y | -8.1% | -26.8% | +18.7% | -9.3% |
| All | -8.1% | -28.7% | +20.5% | -9.3% |
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