+57.4%
MAR vs CLF
+12.5%
+44.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -9.2% | +11.2% | +2.7% |
| 7D | +7.7% | -7.9% | +15.6% | +8.3% |
| 30D | +19.4% | +5.2% | +14.1% | +18.6% |
| 3M | +23.3% | +4.3% | +19.0% | +22.4% |
| 6M | +22.8% | +25.3% | -2.4% | +18.8% |
| YTD | +37.8% | -3.3% | +41.1% | +35.3% |
| 1Y | +57.4% | +20.2% | +37.1% | +50.2% |
| All | +57.4% | +12.5% | +44.8% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling