+500.9%
MAR vs CLF
+80.0%
+421.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | +1.8% | +16.0% | -14.2% | -1.2% |
| 30D | +14.3% | +1.6% | +12.7% | +13.0% |
| 3M | +20.0% | +6.7% | +13.3% | +16.8% |
| 6M | +21.7% | +21.1% | +0.6% | +13.9% |
| YTD | +37.7% | -1.6% | +39.3% | +32.3% |
| 1Y | +46.8% | +18.5% | +28.3% | +35.4% |
| 3Y | +121.0% | -21.0% | +142.1% | +105.2% |
| 5Y | +183.1% | -41.4% | +224.5% | +168.3% |
| All | +500.9% | +80.0% | +421.0% | +275.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling