+147.1%
AMAT vs CLS
+1,902.9%
-1,755.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +7.9% | +3.5% | +7.9% |
| 7D | -1.1% | -10.6% | +9.5% | +4.1% |
| 30D | -26.9% | -38.4% | +11.5% | -10.4% |
| 3M | -31.2% | -29.9% | -1.3% | -20.9% |
| 6M | -14.7% | -40.6% | +25.9% | +3.6% |
| YTD | +44.7% | -24.6% | +69.3% | +54.9% |
| 1Y | +62.0% | -30.8% | +92.7% | +76.1% |
| 3Y | +165.0% | +811.7% | -646.8% | -35.0% |
| 5Y | +147.1% | +1,838.4% | -1,691.3% | -65.8% |
| All | +147.1% | +1,902.9% | -1,755.8% | -65.8% |
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