+1,225.8%
CLS vs AMBA
-1.0%
+1,226.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +4.6% | -11.0% | +15.5% | +9.5% |
| 30D | -13.9% | -23.2% | +9.3% | -4.3% |
| 3M | -26.6% | -12.7% | -13.9% | -25.0% |
| 6M | +15.4% | +11.2% | +4.2% | +1.5% |
| YTD | +5.7% | -11.2% | +16.9% | +0.5% |
| 1Y | +41.1% | -22.5% | +63.7% | +42.1% |
| All | +1,225.8% | -1.0% | +1,226.7% | +1,077.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling