+2,277.8%
CLS vs AEM
+4,868.2%
-2,590.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.8% | +3.0% | +7.3% |
| 7D | -10.6% | +17.8% | -28.4% | -12.4% |
| 30D | -38.4% | +6.2% | -44.7% | -38.9% |
| 3M | -29.9% | +12.5% | -42.4% | -30.9% |
| 6M | -40.6% | +4.4% | -45.1% | -41.1% |
| YTD | -24.6% | +19.2% | -43.8% | -26.1% |
| 1Y | -30.8% | +25.5% | -56.3% | -32.5% |
| 3Y | +811.7% | +346.4% | +465.3% | +685.1% |
| 5Y | +1,838.4% | +305.7% | +1,532.8% | +1,568.0% |
| 10Y | +1,751.5% | +375.9% | +1,375.6% | +1,436.8% |
| All | +2,277.8% | +4,868.2% | -2,590.4% | +2,368.9% |
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 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