+28.5%
CLS vs AMCR
+11.5%
+17.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +5.0% | -5.0% | +9.9% | +4.9% |
| 30D | +4.8% | -8.0% | +12.8% | +4.8% |
| 3M | -10.4% | +14.3% | -24.7% | -11.8% |
| 6M | +20.8% | +5.3% | +15.5% | +16.4% |
| YTD | +10.0% | +7.7% | +2.3% | +8.3% |
| 1Y | +28.5% | +10.8% | +17.7% | +30.8% |
| All | +28.5% | +11.5% | +17.0% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling