+1,876.2%
CLS vs AEM
+295.0%
+1,581.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.8% | +3.0% | +6.3% |
| 7D | -10.6% | +17.8% | -28.4% | -15.8% |
| 30D | -38.4% | +6.2% | -44.7% | -39.8% |
| 3M | -29.9% | +12.5% | -42.4% | -32.9% |
| 6M | -40.6% | +4.4% | -45.1% | -42.1% |
| YTD | -24.6% | +19.2% | -43.8% | -29.2% |
| 1Y | -30.8% | +25.5% | -56.3% | -35.7% |
| 3Y | +811.7% | +346.4% | +465.3% | +527.9% |
| All | +1,876.2% | +295.0% | +1,581.2% | +1,435.4% |
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