+515.5%
MAR vs CL
+76.2%
+439.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.2% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | +14.0% | +11.6% | +2.4% | +11.1% |
| 3M | +18.1% | +5.6% | +12.5% | +16.5% |
| 6M | +18.6% | +13.2% | +5.4% | +15.1% |
| YTD | +35.3% | +26.9% | +8.3% | +27.6% |
| 1Y | +44.5% | +27.3% | +17.1% | +36.2% |
| 3Y | +120.7% | +39.7% | +81.0% | +101.1% |
| 5Y | +164.1% | +41.3% | +122.8% | +138.6% |
| 10Y | +515.5% | +76.3% | +439.2% | +448.7% |
| All | +515.5% | +76.2% | +439.3% | +448.7% |
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