-35.0%
CLS vs AMBA
-34.6%
-0.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.2% |
| 7D | -13.9% | -2.6% | -11.2% | -12.8% |
| 30D | -38.2% | -10.5% | -27.7% | -35.5% |
| 3M | -28.8% | -26.4% | -2.4% | -21.2% |
| 6M | -40.4% | -20.9% | -19.5% | -40.0% |
| YTD | -24.3% | -14.8% | -9.5% | -30.7% |
| 1Y | -35.0% | -36.1% | +1.0% | -31.7% |
| All | -35.0% | -34.6% | -0.4% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling