+1,753.0%
CLS vs AME
+438.2%
+1,314.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.2% | +3.7% | +4.3% |
| 7D | -10.6% | -1.5% | -9.0% | -8.7% |
| 30D | -38.4% | -4.2% | -34.3% | -35.4% |
| 3M | -29.9% | -5.9% | -23.9% | -24.9% |
| 6M | -40.6% | +2.8% | -43.5% | -40.5% |
| YTD | -24.6% | +16.6% | -41.2% | -31.3% |
| 1Y | -30.8% | +22.1% | -52.9% | -39.0% |
| 3Y | +811.7% | +64.7% | +747.1% | +544.2% |
| 5Y | +1,838.4% | +76.6% | +1,761.8% | +1,194.6% |
| All | +1,753.0% | +438.2% | +1,314.8% | +695.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling