+3,682.3%
CLS vs AEM
+296.4%
+3,385.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +20.1% | +3.0% | +17.1% | +19.1% |
| 30D | +6.0% | +12.5% | -6.4% | +1.8% |
| 3M | -10.3% | +26.9% | -37.2% | -17.6% |
| 6M | +24.5% | -9.4% | +33.9% | +26.9% |
| YTD | +12.9% | +20.3% | -7.4% | +6.1% |
| 1Y | +36.7% | +33.8% | +2.9% | +25.7% |
| 3Y | +1,328.1% | +349.8% | +978.3% | +896.1% |
| 5Y | +3,682.3% | +301.0% | +3,381.3% | +2,548.3% |
| All | +3,682.3% | +296.4% | +3,385.9% | +2,548.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling