-29.6%
CLS vs MAR
+62.0%
-91.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.0% | -11.1% | -9.0% |
| 7D | -21.1% | +7.7% | -28.9% | -21.0% |
| 30D | -38.2% | +19.4% | -57.6% | -38.1% |
| 3M | -36.3% | +23.3% | -59.6% | -36.2% |
| 6M | -43.8% | +22.8% | -66.7% | -45.0% |
| YTD | -20.0% | +37.8% | -57.8% | -21.7% |
| 1Y | -29.6% | +57.4% | -87.0% | -34.8% |
| All | -29.6% | +62.0% | -91.6% | -34.8% |
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