+83.1%
CL vs AME
+437.3%
-354.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -0.8% | +1.1% | -1.9% | -1.1% |
| 30D | +9.5% | -4.1% | +13.6% | +10.3% |
| 3M | +6.8% | -6.3% | +13.1% | +8.1% |
| 6M | +14.3% | +3.5% | +10.7% | +12.2% |
| YTD | +26.3% | +17.3% | +9.0% | +19.5% |
| 1Y | +25.6% | +22.0% | +3.5% | +17.5% |
| 3Y | +38.5% | +62.0% | -23.5% | +16.6% |
| 5Y | +40.7% | +78.5% | -37.8% | +13.3% |
| 10Y | +83.1% | +441.6% | -358.6% | +12.2% |
| All | +83.1% | +437.3% | -354.3% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling