-29.6%
CLS vs AME
+21.1%
-50.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -4.6% | -4.4% | -2.1% |
| 7D | -21.1% | -4.4% | -16.7% | -15.4% |
| 30D | -38.2% | -5.9% | -32.3% | -31.7% |
| 3M | -36.3% | -6.5% | -29.8% | -28.4% |
| 6M | -43.8% | +3.2% | -47.0% | -44.4% |
| YTD | -20.0% | +16.0% | -36.0% | -36.6% |
| 1Y | -29.6% | +20.4% | -50.0% | -47.9% |
| All | -29.6% | +21.1% | -50.7% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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