+5.9%
AMZN vs CLS
+36.7%
-30.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.8% |
| 7D | -1.0% | +20.1% | -21.1% | -2.2% |
| 30D | -9.2% | +6.0% | -15.3% | -9.7% |
| 3M | +3.4% | -10.3% | +13.7% | +3.6% |
| 6M | +18.2% | +24.5% | -6.3% | +12.3% |
| YTD | +9.3% | +12.9% | -3.5% | +4.3% |
| 1Y | +5.9% | +36.7% | -30.7% | -2.4% |
| All | +5.9% | +36.7% | -30.7% | -2.4% |
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