-26.8%
CLS vs AEM
+11.3%
-38.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.4% | +10.9% | +9.7% |
| 7D | +2.8% | +1.4% | +1.4% | +1.6% |
| 30D | -30.1% | -1.2% | -28.9% | -29.9% |
| 3M | -21.7% | +2.5% | -24.3% | -23.7% |
| 6M | -36.2% | -5.1% | -31.2% | -35.1% |
| YTD | -17.8% | +10.4% | -28.2% | -32.0% |
| 1Y | -26.8% | +11.8% | -38.6% | -41.9% |
| All | -26.8% | +11.3% | -38.1% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling