+9.7%
AMZN vs CLS
+47.9%
-38.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -3.0% | +4.6% | -7.5% | -3.3% |
| 30D | -5.2% | -13.9% | +8.7% | -4.4% |
| 3M | +1.9% | -26.6% | +28.4% | +3.8% |
| 6M | +19.2% | +15.4% | +3.8% | +14.2% |
| YTD | +12.0% | +5.7% | +6.3% | +7.6% |
| 1Y | +9.7% | +41.1% | -31.4% | +4.1% |
| All | +9.7% | +47.9% | -38.2% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling