+2,491.1%
CLS vs MAR
+3,662.6%
-1,171.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.4% |
| 7D | +2.8% | +1.0% | +1.7% | +2.3% |
| 30D | -30.1% | +16.2% | -46.3% | -35.9% |
| 3M | -21.7% | +23.1% | -44.8% | -30.6% |
| 6M | -36.2% | +22.0% | -58.2% | -44.1% |
| YTD | -17.8% | +39.2% | -57.0% | -33.7% |
| 1Y | -26.8% | +48.3% | -75.1% | -43.2% |
| 3Y | +853.4% | +123.4% | +730.0% | +489.0% |
| 5Y | +2,005.0% | +185.4% | +1,819.6% | +1,014.4% |
| 10Y | +1,929.4% | +539.2% | +1,390.2% | +518.5% |
| All | +2,491.1% | +3,662.6% | -1,171.5% | +141.5% |
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