+3,231.7%
CLS vs AEM
+4,965.4%
-1,733.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +4.6% | -0.5% | +5.1% | +4.7% |
| 30D | -13.9% | +24.0% | -37.9% | -16.0% |
| 3M | -26.6% | +16.1% | -42.7% | -27.9% |
| 6M | +15.4% | -11.6% | +27.0% | +16.7% |
| YTD | +5.7% | +21.5% | -15.9% | +3.4% |
| 1Y | +41.1% | +39.2% | +1.9% | +36.4% |
| 3Y | +1,228.6% | +347.4% | +881.2% | +1,044.0% |
| 5Y | +3,240.6% | +290.1% | +2,950.5% | +2,784.0% |
| 10Y | +2,760.3% | +357.8% | +2,402.6% | +2,279.1% |
| All | +3,231.7% | +4,965.4% | -1,733.7% | +3,355.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling