+6.7%
AMZN vs CLS
-28.7%
+35.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -9.1% | +15.2% | +6.7% |
| 7D | +4.5% | -21.1% | +25.6% | +6.0% |
| 30D | +5.8% | -38.2% | +44.0% | +8.7% |
| 3M | -4.1% | -36.3% | +32.2% | -1.8% |
| 6M | -2.2% | -43.8% | +41.6% | +1.0% |
| YTD | +15.3% | -20.0% | +35.3% | +12.4% |
| 1Y | +6.7% | -29.6% | +36.3% | +5.2% |
| All | +6.7% | -28.7% | +35.4% | +5.2% |
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 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