+84.6%
MRK vs CLS
-28.7%
+113.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -9.1% | +13.0% | +3.7% |
| 7D | +6.7% | -21.1% | +27.8% | +6.2% |
| 30D | +7.8% | -38.2% | +46.0% | +6.6% |
| 3M | +18.2% | -36.3% | +54.5% | +17.1% |
| 6M | +34.7% | -43.8% | +78.5% | +33.7% |
| YTD | +45.8% | -20.0% | +65.8% | +42.5% |
| 1Y | +84.6% | -29.6% | +114.2% | +80.4% |
| All | +84.6% | -28.7% | +113.3% | +80.4% |
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