+46.8%
MAR vs CLF
+26.4%
+20.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +1.8% | +16.0% | -14.2% | +0.7% |
| 30D | +14.3% | +1.6% | +12.7% | +13.8% |
| 3M | +20.0% | +6.7% | +13.3% | +18.8% |
| 6M | +21.7% | +21.1% | +0.6% | +18.2% |
| YTD | +37.7% | -1.6% | +39.3% | +34.6% |
| 1Y | +46.8% | +18.5% | +28.3% | +33.8% |
| All | +46.8% | +26.4% | +20.4% | +33.8% |
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 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