+1,587.5%
AMAT vs CLS
+2,757.7%
-1,170.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.0% |
| 7D | -1.5% | +4.6% | -6.1% | -3.8% |
| 30D | -14.8% | -13.9% | -0.9% | -10.2% |
| 3M | -9.3% | -26.6% | +17.3% | +1.9% |
| 6M | +27.4% | +15.4% | +12.0% | +15.9% |
| YTD | +77.6% | +5.7% | +71.9% | +65.6% |
| 1Y | +188.9% | +41.1% | +147.8% | +130.4% |
| 3Y | +202.3% | +1,228.6% | -1,026.3% | -25.6% |
| 5Y | +248.9% | +3,240.6% | -2,991.7% | -45.8% |
| All | +1,587.5% | +2,757.7% | -1,170.3% | +128.4% |
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