+3,269.5%
CLS vs AMC
-99.4%
+3,368.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.5% |
| 7D | +4.6% | +2.3% | +2.3% | +4.3% |
| 30D | -13.9% | -0.7% | -13.1% | -13.9% |
| 3M | -26.6% | +35.2% | -61.8% | -29.0% |
| 6M | +15.4% | +124.6% | -109.2% | +7.0% |
| YTD | +5.7% | +69.9% | -64.2% | -0.4% |
| 1Y | +41.1% | -2.6% | +43.7% | +38.1% |
| 3Y | +1,228.6% | -79.8% | +1,308.4% | +1,290.5% |
| All | +3,269.5% | -99.4% | +3,368.9% | +4,693.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling