+1,914.6%
CLS vs MARA
-81.0%
+1,995.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.5% | -5.2% |
| 7D | +16.3% | +10.1% | +6.2% | +15.5% |
| 30D | -25.7% | -15.1% | -10.6% | -24.7% |
| 3M | -30.9% | -24.1% | -6.8% | -29.5% |
| 6M | -35.5% | -45.2% | +9.7% | -32.8% |
| YTD | -18.7% | -22.2% | +3.5% | -17.6% |
| 1Y | -17.9% | -45.3% | +27.4% | -15.0% |
| 3Y | +838.1% | -23.9% | +862.0% | +830.9% |
| 5Y | +1,971.9% | -90.8% | +2,062.7% | +2,008.6% |
| All | +1,914.6% | -81.0% | +1,995.6% | +1,577.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling