+1,362.0%
AMAT vs CLS
+2,031.1%
-669.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.6% | -8.2% | -5.6% |
| 7D | +19.3% | +23.5% | -4.2% | +8.9% |
| 30D | -17.9% | -28.9% | +11.0% | -5.6% |
| 3M | -30.4% | -25.2% | -5.3% | -22.4% |
| 6M | -11.4% | -32.1% | +20.6% | +1.2% |
| YTD | +48.8% | -14.1% | +62.8% | +50.2% |
| 1Y | +66.0% | -24.1% | +90.1% | +73.3% |
| 3Y | +158.8% | +897.0% | -738.2% | -28.3% |
| 5Y | +153.2% | +2,089.9% | -1,936.7% | -53.4% |
| All | +1,362.0% | +2,031.1% | -669.1% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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