+3,542.1%
CLS vs MAR
+155.0%
+3,387.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.3% | +7.9% | +7.0% |
| 7D | +12.8% | -1.7% | +14.5% | +13.9% |
| 30D | +3.8% | -6.9% | +10.7% | +8.1% |
| 3M | -14.6% | -15.8% | +1.2% | -6.4% |
| 6M | +32.2% | +1.9% | +30.3% | +27.6% |
| YTD | +11.6% | +6.6% | +5.0% | +3.1% |
| 1Y | +35.1% | +23.7% | +11.4% | +11.0% |
| 3Y | +1,312.5% | +64.6% | +1,248.0% | +863.0% |
| 5Y | +3,542.1% | +156.4% | +3,385.7% | +1,627.9% |
| All | +3,542.1% | +155.0% | +3,387.0% | +1,627.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling