+537.5%
MAR vs CLF
+82.3%
+455.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +1.7% |
| 7D | +2.9% | -9.1% | +11.9% | +4.4% |
| 30D | +17.0% | -0.9% | +18.0% | +16.3% |
| 3M | +23.2% | +3.0% | +20.2% | +20.7% |
| 6M | +21.7% | +16.7% | +5.0% | +14.7% |
| YTD | +38.9% | -3.2% | +42.0% | +33.8% |
| 1Y | +48.7% | +24.6% | +24.1% | +35.4% |
| 3Y | +122.9% | -22.3% | +145.2% | +107.5% |
| 5Y | +177.5% | -41.2% | +218.7% | +162.5% |
| 10Y | +537.5% | +83.5% | +454.0% | +296.8% |
| All | +537.5% | +82.3% | +455.3% | +296.8% |
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