+2,953.7%
CLS vs MARA
-75.5%
+3,029.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -2.2% |
| 7D | +5.0% | -1.5% | +6.4% | +5.1% |
| 30D | +4.8% | +18.1% | -13.3% | +3.6% |
| 3M | -10.4% | -9.4% | -1.0% | -10.0% |
| 6M | +20.8% | +33.4% | -12.6% | +18.4% |
| YTD | +10.0% | +27.3% | -17.3% | +7.7% |
| 1Y | +28.5% | -27.9% | +56.5% | +29.8% |
| 3Y | +1,292.2% | +4.8% | +1,287.4% | +1,241.9% |
| 5Y | +3,616.8% | -68.0% | +3,684.8% | +3,463.7% |
| All | +2,953.7% | -75.5% | +3,029.2% | +2,492.3% |
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