+43.3%
AMAT vs CLS
-41.5%
+84.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | -14.7% | -22.2% | +7.5% | -4.8% |
| 30D | -36.1% | -44.4% | +8.3% | -18.4% |
| 3M | -36.9% | -34.3% | -2.6% | -25.3% |
| 6M | -22.2% | -50.1% | +27.9% | +1.6% |
| YTD | +29.9% | -30.1% | +60.0% | +45.4% |
| 1Y | +43.3% | -39.3% | +82.6% | +65.2% |
| All | +43.3% | -41.5% | +84.7% | +65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling