+732.7%
CLS vs MAR
+122.8%
+610.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -22.2% | +4.3% | -26.5% | -24.0% |
| 30D | -44.4% | +16.8% | -61.2% | -49.0% |
| 3M | -34.3% | +16.0% | -50.3% | -39.6% |
| 6M | -50.1% | +16.5% | -66.5% | -55.2% |
| YTD | -30.1% | +35.0% | -65.1% | -44.3% |
| 1Y | -39.3% | +49.4% | -88.7% | -55.8% |
| 3Y | +732.7% | +124.1% | +608.6% | +353.9% |
| All | +732.7% | +122.8% | +610.0% | +353.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling