+1,980.9%
CLS vs AMCR
-9.1%
+1,990.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | -2.4% | +18.7% | +17.0% |
| 30D | -25.7% | +3.6% | -29.3% | -26.9% |
| 3M | -30.9% | -4.2% | -26.7% | -30.5% |
| 6M | -35.5% | +15.5% | -51.0% | -40.1% |
| YTD | -18.7% | +9.7% | -28.4% | -24.3% |
| 1Y | -17.9% | +8.3% | -26.2% | -23.2% |
| 3Y | +838.1% | +15.4% | +822.7% | +704.1% |
| All | +1,980.9% | -9.1% | +1,990.0% | +1,961.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling