+1,312.5%
CLS vs AEM
+349.6%
+962.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.4% | +7.1% | +6.2% |
| 7D | +12.8% | +4.3% | +8.4% | +10.9% |
| 30D | +3.8% | +13.1% | -9.3% | -1.7% |
| 3M | -14.6% | +24.8% | -39.4% | -22.9% |
| 6M | +32.2% | -8.2% | +40.5% | +34.9% |
| YTD | +11.6% | +19.8% | -8.2% | +3.1% |
| 1Y | +35.1% | +32.1% | +3.0% | +21.8% |
| 3Y | +1,312.5% | +348.2% | +964.4% | +827.2% |
| All | +1,312.5% | +349.6% | +962.9% | +827.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling