+1,938.1%
CLS vs AMC
-97.8%
+2,035.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -12.5% | -0.5% | -12.6% |
| 7D | -27.3% | 0.0% | -27.3% | -27.3% |
| 30D | -47.0% | +4.4% | -51.4% | -47.1% |
| 3M | -43.3% | +15.4% | -58.7% | -43.6% |
| 6M | -50.8% | +93.7% | -144.5% | -52.1% |
| YTD | -30.4% | +97.4% | -127.9% | -32.5% |
| 1Y | -41.7% | +23.2% | -64.9% | -42.6% |
| 3Y | +701.4% | -71.3% | +772.7% | +707.9% |
| 5Y | +1,767.8% | -99.3% | +1,867.0% | +1,902.3% |
| 10Y | +1,636.8% | -98.7% | +1,735.6% | +1,601.6% |
| All | +1,938.1% | -97.8% | +2,035.8% | +1,709.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling