+1,767.8%
CLS vs AMBA
-72.1%
+1,839.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -9.4% | -3.6% | -9.6% |
| 7D | -27.3% | -14.6% | -12.7% | -22.7% |
| 30D | -47.0% | -18.8% | -28.2% | -42.6% |
| 3M | -43.3% | -32.6% | -10.7% | -34.9% |
| 6M | -50.8% | -25.8% | -25.0% | -47.7% |
| YTD | -30.4% | -22.1% | -8.3% | -28.8% |
| 1Y | -41.7% | -36.2% | -5.5% | -35.9% |
| 3Y | +701.4% | +10.0% | +691.4% | +610.2% |
| 5Y | +1,767.8% | -71.6% | +1,839.3% | +1,796.6% |
| All | +1,767.8% | -72.1% | +1,839.8% | +1,796.6% |
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 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