+3,116.5%
MAR vs CL
+728.5%
+2,388.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.6% |
| 7D | +4.3% | +1.3% | +3.0% | +3.8% |
| 30D | +16.8% | +11.4% | +5.5% | +12.2% |
| 3M | +16.0% | +4.4% | +11.6% | +14.0% |
| 6M | +16.5% | +10.8% | +5.7% | +11.8% |
| YTD | +35.0% | +25.1% | +9.9% | +23.5% |
| 1Y | +49.4% | +28.0% | +21.4% | +35.5% |
| 3Y | +124.1% | +37.6% | +86.5% | +94.8% |
| 5Y | +159.2% | +39.7% | +119.5% | +121.8% |
| 10Y | +553.9% | +75.8% | +478.1% | +393.9% |
| All | +3,116.5% | +728.5% | +2,388.0% | +1,281.4% |
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