+3,168.2%
MAR vs CLX
+445.2%
+2,723.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.6% |
| 7D | +1.6% | +9.5% | -7.9% | -0.4% |
| 30D | +13.8% | +30.7% | -16.9% | +7.3% |
| 3M | +20.3% | +4.2% | +16.0% | +18.9% |
| 6M | +21.3% | +22.1% | -0.8% | +15.7% |
| YTD | +37.2% | +14.1% | +23.1% | +32.3% |
| 1Y | +48.4% | +10.3% | +38.1% | +44.1% |
| 3Y | +120.1% | -7.8% | +127.9% | +120.2% |
| 5Y | +182.1% | -20.8% | +202.9% | +186.1% |
| 10Y | +530.2% | +31.9% | +498.3% | +405.3% |
| All | +3,168.2% | +445.2% | +2,723.0% | +1,743.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 all: compounded portfolio wealth divided by compounded CLX 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…
all analysis · Full analysis span regression · 6 months rolling