+1,507.2%
MAR vs CF
+5,277.9%
-3,770.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -3.4% |
| 7D | +4.4% | +0.4% | +4.0% | +4.1% |
| 30D | +15.5% | +2.2% | +13.3% | +14.5% |
| 3M | +15.7% | +2.1% | +13.6% | +14.2% |
| 6M | +18.2% | -6.5% | +24.7% | +18.4% |
| YTD | +35.3% | +55.6% | -20.3% | +15.4% |
| 1Y | +48.6% | +42.3% | +6.3% | +29.8% |
| 3Y | +124.3% | +55.7% | +68.6% | +86.1% |
| 5Y | +159.7% | +122.4% | +37.3% | +85.1% |
| 10Y | +555.2% | +568.5% | -13.4% | +229.2% |
| All | +1,507.2% | +5,277.9% | -3,770.7% | +326.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling