+3,654.2%
CLS vs MARA
-78.7%
+3,732.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.9% |
| 7D | +4.6% | +6.0% | -1.4% | +4.3% |
| 30D | -13.9% | +0.6% | -14.5% | -14.0% |
| 3M | -26.6% | -18.5% | -8.1% | -26.0% |
| 6M | +15.4% | +21.7% | -6.3% | +14.4% |
| YTD | +5.7% | +25.9% | -20.3% | +4.3% |
| 1Y | +41.1% | -25.1% | +66.3% | +41.9% |
| 3Y | +1,228.6% | -5.7% | +1,234.3% | +1,201.6% |
| 5Y | +3,240.6% | -73.9% | +3,314.6% | +3,169.1% |
| 10Y | +2,760.3% | -75.6% | +2,836.0% | +2,404.7% |
| All | +3,654.2% | -78.7% | +3,732.9% | +3,038.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling