+158.0%
MAR vs CLF
-51.2%
+209.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.5% |
| 7D | +4.3% | -19.6% | +23.9% | +7.7% |
| 30D | +16.8% | -5.0% | +21.8% | +17.0% |
| 3M | +16.0% | -6.3% | +22.3% | +15.9% |
| 6M | +16.5% | +2.8% | +13.7% | +13.3% |
| YTD | +35.0% | -13.7% | +48.7% | +33.7% |
| 1Y | +49.4% | +13.6% | +35.8% | +40.3% |
| 3Y | +124.1% | -34.0% | +158.1% | +119.0% |
| All | +158.0% | -51.2% | +209.2% | +163.3% |
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