+86.7%
AMZN vs CLS
+852.3%
-765.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.5% | -10.2% | -2.9% |
| 7D | +0.1% | +2.8% | -2.7% | -0.5% |
| 30D | +2.6% | -30.1% | +32.7% | +7.2% |
| 3M | -2.2% | -21.7% | +19.5% | 0.0% |
| 6M | -1.0% | -36.2% | +35.2% | +2.5% |
| YTD | +15.3% | -17.8% | +33.1% | +12.0% |
| 1Y | +6.9% | -26.8% | +33.7% | +5.2% |
| All | +86.7% | +852.3% | -765.6% | -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 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