-29.6%
CLS vs MARA
-60.7%
+31.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.1% | -5.0% | -7.4% |
| 7D | -21.1% | -6.5% | -14.6% | -18.9% |
| 30D | -38.2% | -38.5% | +0.3% | -25.4% |
| 3M | -36.3% | -41.5% | +5.2% | -22.4% |
| 6M | -43.8% | -41.9% | -1.9% | -31.8% |
| YTD | -20.0% | -23.5% | +3.5% | -14.4% |
| 1Y | -29.6% | -58.7% | +29.1% | +13.1% |
| All | -29.6% | -60.7% | +31.1% | +13.1% |
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