+6,351.7%
AMD vs CLS
+1,628.1%
+4,723.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.5% | +10.5% | +10.8% |
| 7D | -11.0% | -22.2% | +11.1% | -0.8% |
| 30D | -30.5% | -44.4% | +13.9% | -11.2% |
| 3M | -8.2% | -34.3% | +26.1% | +8.5% |
| 6M | +6.6% | -50.1% | +56.6% | +38.3% |
| YTD | +109.7% | -30.1% | +139.8% | +131.7% |
| 1Y | +88.9% | -39.3% | +128.3% | +118.0% |
| 3Y | +301.8% | +732.7% | -430.9% | +35.0% |
| 5Y | +229.4% | +1,777.2% | -1,547.8% | -23.0% |
| All | +6,351.7% | +1,628.1% | +4,723.6% | +1,319.7% |
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