+3,038.3%
CLS vs MAR
+419.7%
+2,618.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | +20.1% | -0.5% | +20.6% | +20.4% |
| 30D | +6.0% | -4.7% | +10.7% | +8.6% |
| 3M | -10.3% | -15.6% | +5.3% | -2.8% |
| 6M | +24.5% | +1.2% | +23.3% | +21.7% |
| YTD | +12.9% | +7.5% | +5.4% | +5.6% |
| 1Y | +36.7% | +26.6% | +10.1% | +15.6% |
| 3Y | +1,328.1% | +66.0% | +1,262.1% | +955.3% |
| 5Y | +3,682.3% | +154.1% | +3,528.2% | +2,118.3% |
| 10Y | +3,038.3% | +441.9% | +2,596.4% | +1,379.0% |
| All | +3,038.3% | +419.7% | +2,618.6% | +1,379.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling