+1,196.1%
MAR vs CF
+5,948.3%
-4,752.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +1.0% |
| 7D | -4.2% | +6.0% | -10.2% | -5.7% |
| 30D | -6.7% | +14.8% | -21.5% | -10.2% |
| 3M | -12.5% | +14.1% | -26.5% | -16.0% |
| 6M | +0.6% | +28.5% | -28.0% | -8.6% |
| YTD | +9.1% | +74.9% | -65.8% | -9.2% |
| 1Y | +26.2% | +61.7% | -35.5% | +7.0% |
| 3Y | +68.2% | +80.3% | -12.2% | +34.6% |
| 5Y | +163.9% | +226.0% | -62.1% | +69.5% |
| 10Y | +420.6% | +569.9% | -149.3% | +161.4% |
| All | +1,196.1% | +5,948.3% | -4,752.2% | +235.6% |
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