+4,527.4%
CLS vs AMBA
+837.3%
+3,690.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +4.6% | -11.0% | +15.5% | +7.6% |
| 30D | -13.9% | -23.2% | +9.3% | -8.0% |
| 3M | -26.6% | -12.7% | -13.9% | -25.1% |
| 6M | +15.4% | +11.2% | +4.2% | +9.1% |
| YTD | +5.7% | -11.2% | +16.9% | +4.6% |
| 1Y | +41.1% | -22.5% | +63.7% | +44.5% |
| 3Y | +1,228.6% | -1.3% | +1,229.9% | +1,153.5% |
| 5Y | +3,240.6% | -54.2% | +3,294.8% | +3,311.7% |
| 10Y | +2,760.3% | -6.1% | +2,766.5% | +2,265.7% |
| All | +4,527.4% | +837.3% | +3,690.1% | +2,885.5% |
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