+1,980.9%
CLS vs MARA
-90.4%
+2,071.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.5% | -4.8% |
| 7D | +16.3% | +10.1% | +6.2% | +14.1% |
| 30D | -25.7% | -15.1% | -10.6% | -23.3% |
| 3M | -30.9% | -24.1% | -6.8% | -27.4% |
| 6M | -35.5% | -45.2% | +9.7% | -28.5% |
| YTD | -18.7% | -22.2% | +3.5% | -16.2% |
| 1Y | -17.9% | -45.3% | +27.4% | -10.7% |
| 3Y | +838.1% | -23.9% | +862.0% | +796.6% |
| All | +1,980.9% | -90.4% | +2,071.2% | +1,978.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling