+39.4%
CL vs AME
+63.2%
-23.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +2.6% | -4.1% | +6.7% | +2.6% |
| 30D | +11.8% | -4.1% | +15.9% | +11.7% |
| 3M | +5.9% | -5.6% | +11.5% | +6.0% |
| 6M | +13.3% | +2.8% | +10.5% | +12.9% |
| YTD | +27.1% | +16.6% | +10.5% | +26.0% |
| 1Y | +28.0% | +21.1% | +6.9% | +26.6% |
| 3Y | +39.4% | +61.1% | -21.7% | +31.1% |
| All | +39.4% | +63.2% | -23.9% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling