+2,995.6%
CLS vs AMC
-98.1%
+3,093.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.7% |
| 7D | +4.6% | +2.3% | +2.3% | +4.5% |
| 30D | -13.9% | -0.7% | -13.1% | -13.9% |
| 3M | -26.6% | +35.2% | -61.8% | -27.6% |
| 6M | +15.4% | +124.6% | -109.2% | +11.7% |
| YTD | +5.7% | +69.9% | -64.2% | +3.0% |
| 1Y | +41.1% | -2.6% | +43.7% | +39.9% |
| 3Y | +1,228.6% | -79.8% | +1,308.4% | +1,249.4% |
| 5Y | +3,240.6% | -99.4% | +3,340.0% | +3,504.2% |
| 10Y | +2,760.3% | -98.9% | +2,859.2% | +2,699.7% |
| All | +2,995.6% | -98.1% | +3,093.7% | +2,664.3% |
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