+29.9%
MCHP vs CLS
-28.7%
+58.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.1% | +5.8% | -0.8% |
| 7D | -5.4% | -21.1% | +15.8% | +0.6% |
| 30D | -7.5% | -38.2% | +30.7% | +4.5% |
| 3M | -6.0% | -36.3% | +30.3% | +4.6% |
| 6M | -20.1% | -43.8% | +23.7% | -9.1% |
| YTD | +20.2% | -20.0% | +40.3% | +25.1% |
| 1Y | +29.9% | -29.6% | +59.5% | +37.3% |
| All | +29.9% | -28.7% | +58.7% | +37.3% |
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