+6,406.4%
AMD vs CLS
+2,757.7%
+3,648.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.4% |
| 7D | +2.6% | +4.6% | -2.0% | +0.3% |
| 30D | -0.9% | -13.9% | +13.0% | +3.8% |
| 3M | -8.7% | -26.6% | +17.8% | +1.7% |
| 6M | +136.3% | +15.4% | +120.9% | +114.5% |
| YTD | +123.0% | +5.7% | +117.3% | +107.4% |
| 1Y | +195.2% | +41.1% | +154.1% | +138.7% |
| 3Y | +336.3% | +1,228.6% | -892.2% | +21.9% |
| 5Y | +334.5% | +3,240.6% | -2,906.2% | -18.1% |
| All | +6,406.4% | +2,757.7% | +3,648.7% | +1,233.2% |
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 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