+2,953.7%
CLS vs AEP
+175.2%
+2,778.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | +5.0% | -1.0% | +6.0% | +5.1% |
| 30D | +4.8% | -0.1% | +4.9% | +4.8% |
| 3M | -10.4% | -3.2% | -7.2% | -10.1% |
| 6M | +20.8% | -5.3% | +26.1% | +21.6% |
| YTD | +10.0% | +9.5% | +0.5% | +7.9% |
| 1Y | +28.5% | +17.5% | +11.0% | +24.6% |
| 3Y | +1,292.2% | +77.0% | +1,215.2% | +1,064.0% |
| 5Y | +3,616.8% | +66.4% | +3,550.4% | +3,040.6% |
| All | +2,953.7% | +175.2% | +2,778.5% | +2,453.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AEP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling