+1,914.6%
CLS vs AEM
+412.5%
+1,502.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | -6.8% | +23.1% | +18.1% |
| 30D | -25.7% | +0.8% | -26.5% | -26.1% |
| 3M | -30.9% | -0.8% | -30.0% | -31.1% |
| 6M | -35.5% | -8.5% | -27.0% | -34.7% |
| YTD | -18.7% | +5.9% | -24.6% | -20.1% |
| 1Y | -17.9% | +6.6% | -24.5% | -19.4% |
| 3Y | +838.1% | +302.2% | +535.9% | +626.2% |
| 5Y | +1,971.9% | +250.8% | +1,721.1% | +1,507.5% |
| All | +1,914.6% | +412.5% | +1,502.1% | +1,307.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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