+32,073.2%
AMZN vs CLS
+2,637.0%
+29,436.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -0.7% |
| 7D | +2.8% | +23.5% | -20.8% | -3.1% |
| 30D | +3.4% | -28.9% | +32.4% | +11.7% |
| 3M | +0.1% | -25.2% | +25.2% | +5.5% |
| 6M | +0.6% | -32.1% | +32.7% | +5.0% |
| YTD | +15.9% | -14.1% | +29.9% | +10.0% |
| 1Y | +9.5% | -24.1% | +33.6% | +6.1% |
| 3Y | +86.3% | +897.0% | -810.7% | -24.2% |
| 5Y | +51.7% | +2,089.9% | -2,038.2% | -52.2% |
| 10Y | +623.8% | +2,022.2% | -1,398.4% | +102.7% |
| All | +32,073.2% | +2,637.0% | +29,436.2% | +4,047.3% |
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