-29.6%
CLS vs AMC
+38.0%
-67.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +7.3% | -16.4% | -10.2% |
| 7D | -21.1% | +17.7% | -38.9% | -23.3% |
| 30D | -38.2% | +26.2% | -64.4% | -40.5% |
| 3M | -36.3% | +31.3% | -67.6% | -39.4% |
| 6M | -43.8% | +142.8% | -186.6% | -54.8% |
| YTD | -20.0% | +125.6% | -145.7% | -36.3% |
| 1Y | -29.6% | +40.2% | -69.8% | -24.0% |
| All | -29.6% | +38.0% | -67.6% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling