+1,914.6%
CLS vs AME
+444.5%
+1,470.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.8% |
| 7D | +16.3% | +5.9% | +10.4% | +10.9% |
| 30D | -25.7% | -1.9% | -23.8% | -23.5% |
| 3M | -30.9% | -5.4% | -25.5% | -26.3% |
| 6M | -35.5% | +4.9% | -40.4% | -36.4% |
| YTD | -18.7% | +18.5% | -37.2% | -26.9% |
| 1Y | -17.9% | +25.5% | -43.4% | -29.4% |
| 3Y | +838.1% | +63.0% | +775.1% | +566.5% |
| 5Y | +1,971.9% | +78.3% | +1,893.6% | +1,271.1% |
| All | +1,914.6% | +444.5% | +1,470.1% | +752.5% |
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