+838.1%
CLS vs AMCR
+14.2%
+823.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | -2.4% | +18.7% | +16.5% |
| 30D | -25.7% | +3.6% | -29.3% | -26.1% |
| 3M | -30.9% | -4.2% | -26.7% | -30.7% |
| 6M | -35.5% | +15.5% | -51.0% | -37.8% |
| YTD | -18.7% | +9.7% | -28.4% | -21.8% |
| 1Y | -17.9% | +8.3% | -26.2% | -20.8% |
| 3Y | +838.1% | +15.4% | +822.7% | +747.8% |
| All | +838.1% | +14.2% | +823.9% | +747.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling