+3,154.0%
CLS vs AMCR
+14.6%
+3,139.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.1% | +7.3% |
| 7D | +10.9% | -6.3% | +17.2% | +14.0% |
| 30D | +2.1% | -7.8% | +9.9% | +5.3% |
| 3M | -10.2% | +7.5% | -17.7% | -14.4% |
| 6M | +30.4% | +2.7% | +27.7% | +26.4% |
| YTD | +17.2% | +6.0% | +11.2% | +10.3% |
| 1Y | +41.0% | +7.8% | +33.2% | +30.8% |
| 3Y | +1,338.0% | +5.8% | +1,332.2% | +1,199.6% |
| 5Y | +3,860.6% | -11.6% | +3,872.2% | +3,839.4% |
| All | +3,154.0% | +14.6% | +3,139.4% | +2,535.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling