+45.8%
AMZN vs CLS
+3,459.5%
-3,413.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -1.7% |
| 7D | +0.8% | +12.8% | -12.0% | -1.8% |
| 30D | -6.4% | +3.8% | -10.2% | -7.6% |
| 3M | +4.8% | -14.6% | +19.4% | +6.1% |
| 6M | +20.5% | +32.2% | -11.7% | +7.6% |
| YTD | +11.3% | +11.6% | -0.3% | +2.1% |
| 1Y | +9.0% | +35.1% | -26.1% | -7.0% |
| 3Y | +85.9% | +1,312.5% | -1,226.6% | -34.7% |
| 5Y | +45.8% | +3,542.1% | -3,496.3% | -64.7% |
| All | +45.8% | +3,459.5% | -3,413.8% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling