+5,435.1%
CL vs AME
+17,569.3%
-12,134.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.9% | +1.1% |
| 7D | +5.9% | -11.4% | +17.4% | +8.3% |
| 30D | +13.8% | -12.1% | +25.9% | +16.3% |
| 3M | +6.4% | -12.3% | +18.7% | +8.8% |
| 6M | +15.6% | -4.6% | +20.3% | +16.0% |
| YTD | +27.9% | +9.1% | +18.8% | +24.8% |
| 1Y | +31.4% | +13.3% | +18.1% | +27.2% |
| 3Y | +41.4% | +58.2% | -16.8% | +26.7% |
| 5Y | +42.8% | +63.4% | -20.6% | +26.4% |
| 10Y | +79.7% | +436.7% | -357.0% | +25.2% |
| All | +5,435.1% | +17,569.3% | -12,134.2% | +2,043.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling