+811.7%
CLS vs AMC
-58.4%
+870.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +8.3% | -0.4% | +7.2% |
| 7D | -10.6% | +6.6% | -17.1% | -10.9% |
| 30D | -38.4% | +14.1% | -52.5% | -39.0% |
| 3M | -29.9% | +31.3% | -61.1% | -31.4% |
| 6M | -40.6% | +126.7% | -167.3% | -44.7% |
| YTD | -24.6% | +117.9% | -142.5% | -30.0% |
| 1Y | -30.8% | +41.1% | -71.9% | -34.3% |
| 3Y | +811.7% | -61.0% | +872.7% | +856.5% |
| All | +811.7% | -58.4% | +870.2% | +856.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling