+49.4%
MAR vs CF
+46.5%
+2.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.1% |
| 7D | +4.3% | -3.2% | +7.5% | +3.9% |
| 30D | +16.8% | +4.3% | +12.5% | +17.7% |
| 3M | +16.0% | +2.8% | +13.2% | +16.9% |
| 6M | +16.5% | +0.6% | +15.8% | +17.3% |
| YTD | +35.0% | +56.6% | -21.6% | +27.5% |
| 1Y | +49.4% | +49.6% | -0.2% | +41.8% |
| All | +49.4% | +46.5% | +2.8% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling