+1,948.4%
CLS vs AMC
-97.7%
+2,046.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -22.2% | +2.6% | -24.8% | -22.2% |
| 30D | -44.4% | +9.0% | -53.4% | -44.5% |
| 3M | -34.3% | +22.2% | -56.5% | -34.8% |
| 6M | -50.1% | +91.5% | -141.5% | -51.4% |
| YTD | -30.1% | +101.3% | -131.4% | -32.3% |
| 1Y | -39.3% | +20.8% | -60.1% | -40.3% |
| 3Y | +732.7% | -71.3% | +804.0% | +739.5% |
| 5Y | +1,777.2% | -99.2% | +1,876.4% | +1,911.1% |
| 10Y | +1,645.6% | -98.7% | +1,744.3% | +1,609.0% |
| All | +1,948.4% | -97.7% | +2,046.1% | +1,717.5% |
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 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