+3,122.8%
MAR vs CL
+746.7%
+2,376.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +4.4% | +5.9% | -1.5% | +2.3% |
| 30D | +15.5% | +13.8% | +1.7% | +10.1% |
| 3M | +15.7% | +6.4% | +9.3% | +12.9% |
| 6M | +18.2% | +15.6% | +2.5% | +11.7% |
| YTD | +35.3% | +27.9% | +7.4% | +22.8% |
| 1Y | +48.6% | +31.4% | +17.2% | +33.6% |
| 3Y | +124.3% | +41.4% | +83.0% | +93.1% |
| 5Y | +159.7% | +42.8% | +116.9% | +120.5% |
| 10Y | +555.2% | +79.7% | +475.5% | +391.0% |
| All | +3,122.8% | +746.7% | +2,376.0% | +1,273.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling