+41.1%
CLS vs MARA
-28.1%
+69.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.6% |
| 7D | +4.6% | +6.0% | -1.4% | +2.7% |
| 30D | -13.9% | +0.6% | -14.5% | -14.4% |
| 3M | -26.6% | -18.5% | -8.1% | -22.9% |
| 6M | +15.4% | +21.7% | -6.3% | +8.0% |
| YTD | +5.7% | +25.9% | -20.3% | -3.1% |
| 1Y | +41.1% | -25.1% | +66.3% | +43.6% |
| All | +41.1% | -28.1% | +69.2% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 1y: compounded portfolio wealth divided by compounded MARA 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…
1y analysis · Full analysis span regression · 6 months rolling