+2,946.5%
CLS vs AMBA
+722.2%
+2,224.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -9.4% | -3.6% | -10.5% |
| 7D | -27.3% | -14.6% | -12.7% | -23.9% |
| 30D | -47.0% | -18.8% | -28.2% | -43.8% |
| 3M | -43.3% | -32.6% | -10.7% | -37.2% |
| 6M | -50.8% | -25.8% | -25.0% | -48.2% |
| YTD | -30.4% | -22.1% | -8.3% | -28.5% |
| 1Y | -41.7% | -36.2% | -5.5% | -36.9% |
| 3Y | +701.4% | +10.0% | +691.4% | +647.4% |
| 5Y | +1,767.8% | -71.6% | +1,839.3% | +2,017.2% |
| 10Y | +1,636.8% | -4.7% | +1,641.6% | +1,367.2% |
| All | +2,946.5% | +722.2% | +2,224.3% | +1,940.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling