+117.1%
AMAT vs CLS
+1,823.7%
-1,706.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.0% | -0.6% | -7.9% |
| 7D | -24.3% | -27.3% | +3.0% | -13.0% |
| 30D | -39.8% | -47.0% | +7.2% | -21.4% |
| 3M | -40.2% | -43.3% | +3.1% | -25.1% |
| 6M | -22.1% | -50.8% | +28.7% | +2.2% |
| YTD | +24.7% | -30.4% | +55.1% | +38.0% |
| 1Y | +33.3% | -41.7% | +74.9% | +55.8% |
| 3Y | +133.9% | +701.4% | -567.5% | -39.0% |
| 5Y | +117.1% | +1,767.8% | -1,650.7% | -69.1% |
| All | +117.1% | +1,823.7% | -1,706.6% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling