-22.1%
AMAT vs CLS
-51.6%
+29.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.0% | -0.6% | -7.2% |
| 7D | -24.3% | -27.3% | +3.0% | -11.7% |
| 30D | -39.8% | -47.0% | +7.2% | -19.0% |
| 3M | -40.2% | -43.3% | +3.1% | -22.6% |
| 6M | -22.1% | -50.8% | +28.7% | +7.1% |
| All | -22.1% | -51.6% | +29.5% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling