+30,998.9%
AMZN vs CLS
+3,265.4%
+27,733.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -3.0% | +4.6% | -7.5% | -4.3% |
| 30D | -5.2% | -13.9% | +8.7% | -2.3% |
| 3M | +1.9% | -26.6% | +28.4% | +7.4% |
| 6M | +19.2% | +15.4% | +3.8% | +8.1% |
| YTD | +12.0% | +5.7% | +6.3% | +2.5% |
| 1Y | +9.7% | +41.1% | -31.4% | -10.0% |
| 3Y | +87.2% | +1,228.6% | -1,141.4% | -28.6% |
| 5Y | +48.7% | +3,240.6% | -3,192.0% | -57.9% |
| 10Y | +569.3% | +2,760.3% | -2,191.0% | +75.2% |
| All | +30,998.9% | +3,265.4% | +27,733.6% | +3,765.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling