+1,628.1%
CLS vs AMBA
-0.9%
+1,629.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | -1.5% |
| 7D | -22.2% | -7.2% | -14.9% | -20.0% |
| 30D | -44.4% | -10.4% | -34.0% | -42.2% |
| 3M | -34.3% | -30.1% | -4.2% | -26.4% |
| 6M | -50.1% | -22.4% | -27.6% | -47.9% |
| YTD | -30.1% | -17.3% | -12.7% | -29.6% |
| 1Y | -39.3% | -35.4% | -4.0% | -33.9% |
| 3Y | +732.7% | +18.6% | +714.1% | +634.5% |
| 5Y | +1,777.2% | -69.8% | +1,847.0% | +2,020.1% |
| All | +1,628.1% | -0.9% | +1,629.0% | +1,173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling