+498.8%
MAR vs CL
+88.0%
+410.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.8% |
| 7D | +1.6% | +3.2% | -1.6% | +0.9% |
| 30D | +13.8% | +8.0% | +5.8% | +11.7% |
| 3M | +20.3% | +7.9% | +12.4% | +18.1% |
| 6M | +21.3% | +14.7% | +6.6% | +17.3% |
| YTD | +37.2% | +29.2% | +8.1% | +28.8% |
| 1Y | +48.4% | +29.5% | +18.9% | +39.3% |
| 3Y | +120.1% | +40.7% | +79.5% | +100.0% |
| 5Y | +182.1% | +43.9% | +138.2% | +153.6% |
| All | +498.8% | +88.0% | +410.8% | +420.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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