+1,504.1%
MAR vs CF
+5,315.1%
-3,811.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.3% |
| 6M | +16.5% | +0.6% | +15.8% | +14.5% |
| YTD | +35.0% | +56.6% | -21.6% | +15.0% |
| 1Y | +49.4% | +49.6% | -0.2% | +28.7% |
| 3Y | +124.1% | +61.5% | +62.6% | +84.1% |
| 5Y | +159.2% | +124.0% | +35.2% | +84.4% |
| 10Y | +553.9% | +573.2% | -19.2% | +228.0% |
| All | +1,504.1% | +5,315.1% | -3,811.1% | +325.1% |
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