+41.1%
CLS vs MAR
+27.3%
+13.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.6% | -4.2% | +8.7% | +4.1% |
| 30D | -13.9% | -6.7% | -7.2% | -14.5% |
| 3M | -26.6% | -12.5% | -14.1% | -27.2% |
| 6M | +15.4% | +0.6% | +14.8% | +12.7% |
| YTD | +5.7% | +9.1% | -3.5% | +7.4% |
| 1Y | +41.1% | +26.2% | +14.9% | +54.5% |
| All | +41.1% | +27.3% | +13.8% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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