+1,914.6%
CLS vs AMC
-98.8%
+2,013.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -5.3% |
| 7D | +16.3% | +3.5% | +12.8% | +16.2% |
| 30D | -25.7% | +12.5% | -38.1% | -25.9% |
| 3M | -30.9% | +23.6% | -54.4% | -31.4% |
| 6M | -35.5% | +144.4% | -179.8% | -37.6% |
| YTD | -18.7% | +108.3% | -127.0% | -21.1% |
| 1Y | -17.9% | +38.9% | -56.8% | -19.4% |
| 3Y | +838.1% | -58.9% | +897.0% | +836.0% |
| 5Y | +1,971.9% | -99.2% | +2,071.1% | +2,097.8% |
| All | +1,914.6% | -98.8% | +2,013.4% | +1,682.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling