+2,277.8%
CLS vs MAR
+3,557.3%
-1,279.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.2% | +7.7% | +7.8% |
| 7D | -10.6% | +0.2% | -10.8% | -10.6% |
| 30D | -38.4% | +14.0% | -52.5% | -43.0% |
| 3M | -29.9% | +18.1% | -48.0% | -36.4% |
| 6M | -40.6% | +18.6% | -59.2% | -47.1% |
| YTD | -24.6% | +35.3% | -59.9% | -38.2% |
| 1Y | -30.8% | +44.5% | -75.3% | -45.5% |
| 3Y | +811.7% | +120.7% | +691.0% | +467.2% |
| 5Y | +1,838.4% | +164.1% | +1,674.3% | +970.6% |
| 10Y | +1,751.5% | +515.5% | +1,236.0% | +476.4% |
| All | +2,277.8% | +3,557.3% | -1,279.5% | +125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling