+161.8%
MAR vs CLF
-47.7%
+209.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | -4.2% | +7.6% | -11.7% | -5.3% |
| 30D | -6.7% | -1.2% | -5.5% | -6.7% |
| 3M | -12.5% | -13.4% | +0.9% | -11.1% |
| 6M | +0.6% | +15.4% | -14.8% | -3.4% |
| YTD | +9.1% | -5.9% | +15.0% | +7.6% |
| 1Y | +26.2% | +18.8% | +7.4% | +16.4% |
| 3Y | +68.2% | -19.4% | +87.6% | +58.7% |
| All | +161.8% | -47.7% | +209.6% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling