+1,763.7%
CLS vs MAR
+155.0%
+1,608.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -22.2% | +4.3% | -26.5% | -24.2% |
| 30D | -44.4% | +16.8% | -61.2% | -49.3% |
| 3M | -34.3% | +16.0% | -50.3% | -40.0% |
| 6M | -50.1% | +16.5% | -66.5% | -55.4% |
| YTD | -30.1% | +35.0% | -65.1% | -43.9% |
| 1Y | -39.3% | +49.4% | -88.7% | -54.9% |
| 3Y | +732.7% | +124.1% | +608.6% | +371.0% |
| All | +1,763.7% | +155.0% | +1,608.6% | +832.0% |
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 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