+3,038.3%
CLS vs AME
+425.2%
+2,613.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.6% |
| 7D | +20.1% | +1.3% | +18.8% | +18.8% |
| 30D | +6.0% | -6.6% | +12.6% | +12.3% |
| 3M | -10.3% | +3.0% | -13.3% | -11.8% |
| 6M | +24.5% | +5.3% | +19.2% | +21.1% |
| YTD | +12.9% | +15.4% | -2.6% | +2.0% |
| 1Y | +36.7% | +26.8% | +9.9% | +14.5% |
| 3Y | +1,328.1% | +56.5% | +1,271.6% | +934.0% |
| 5Y | +3,682.3% | +85.2% | +3,597.1% | +2,313.6% |
| 10Y | +3,038.3% | +428.5% | +2,609.7% | +1,236.7% |
| All | +3,038.3% | +425.2% | +2,613.0% | +1,236.7% |
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