+85.9%
AMZN vs CLS
+1,316.2%
-1,230.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -1.4% |
| 7D | +0.8% | +12.8% | -12.0% | -1.1% |
| 30D | -6.4% | +3.8% | -10.2% | -7.3% |
| 3M | +4.8% | -14.6% | +19.4% | +5.9% |
| 6M | +20.5% | +32.2% | -11.7% | +10.4% |
| YTD | +11.3% | +11.6% | -0.3% | +4.3% |
| 1Y | +9.0% | +35.1% | -26.1% | -3.5% |
| 3Y | +85.9% | +1,312.5% | -1,226.6% | -14.4% |
| All | +85.9% | +1,316.2% | -1,230.3% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling