+3,117.4%
CLS vs AMCR
+100.3%
+3,017.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +16.3% | -2.4% | +18.7% | +17.1% |
| 30D | -25.7% | +3.6% | -29.3% | -27.0% |
| 3M | -30.9% | -4.2% | -26.7% | -30.5% |
| 6M | -35.5% | +15.5% | -51.0% | -39.9% |
| YTD | -18.7% | +9.7% | -28.4% | -23.7% |
| 1Y | -17.9% | +8.3% | -26.2% | -22.6% |
| 3Y | +838.1% | +15.4% | +822.7% | +742.2% |
| 5Y | +1,971.9% | -9.1% | +1,981.0% | +1,942.5% |
| 10Y | +1,907.9% | +18.6% | +1,889.2% | +1,638.3% |
| All | +3,117.4% | +100.3% | +3,017.1% | +2,681.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling