+540.2%
MAR vs CF
+561.7%
-21.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +4.3% | -3.2% | +7.5% | +5.0% |
| 30D | +16.8% | +4.3% | +12.5% | +15.2% |
| 3M | +16.0% | +2.8% | +13.2% | +14.2% |
| 6M | +16.5% | +0.6% | +15.8% | +14.4% |
| YTD | +35.0% | +56.6% | -21.6% | +12.5% |
| 1Y | +49.4% | +49.6% | -0.2% | +26.1% |
| 3Y | +124.1% | +61.5% | +62.6% | +78.1% |
| 5Y | +159.2% | +124.0% | +35.2% | +66.8% |
| All | +540.2% | +561.7% | -21.5% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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