+1,763.7%
CLS vs AMBA
-70.4%
+1,834.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | -1.7% |
| 7D | -22.2% | -7.2% | -14.9% | -19.8% |
| 30D | -44.4% | -10.4% | -34.0% | -41.9% |
| 3M | -34.3% | -30.1% | -4.2% | -25.4% |
| 6M | -50.1% | -22.4% | -27.6% | -47.9% |
| YTD | -30.1% | -17.3% | -12.7% | -30.0% |
| 1Y | -39.3% | -35.4% | -4.0% | -33.6% |
| 3Y | +732.7% | +18.6% | +714.1% | +618.2% |
| All | +1,763.7% | -70.4% | +1,834.1% | +1,742.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling