+415.4%
MAR vs CLF
+108.7%
+306.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.0% |
| 7D | -1.7% | +6.5% | -8.2% | -3.0% |
| 30D | -6.9% | +0.2% | -7.2% | -7.2% |
| 3M | -15.8% | -3.1% | -12.8% | -16.2% |
| 6M | +1.9% | +25.0% | -23.1% | -4.5% |
| YTD | +6.6% | -7.5% | +14.1% | +5.0% |
| 1Y | +23.7% | +11.5% | +12.1% | +14.4% |
| 3Y | +64.6% | -13.7% | +78.3% | +50.8% |
| 5Y | +156.4% | -47.0% | +203.3% | +149.5% |
| 10Y | +415.4% | +116.3% | +299.1% | +221.7% |
| All | +415.4% | +108.7% | +306.7% | +221.7% |
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