+3,682.3%
CLS vs AMCR
-10.2%
+3,692.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +2.0% |
| 7D | +20.1% | -6.3% | +26.4% | +22.6% |
| 30D | +6.0% | -7.1% | +13.2% | +8.4% |
| 3M | -10.3% | +12.7% | -23.0% | -15.2% |
| 6M | +24.5% | +5.2% | +19.4% | +20.2% |
| YTD | +12.9% | +8.1% | +4.8% | +6.2% |
| 1Y | +36.7% | +11.7% | +24.9% | +26.0% |
| 3Y | +1,328.1% | +9.9% | +1,318.2% | +1,163.4% |
| 5Y | +3,682.3% | -8.7% | +3,691.0% | +3,674.1% |
| All | +3,682.3% | -10.2% | +3,692.5% | +3,674.1% |
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