+732.7%
CLS vs AME
+62.2%
+670.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -2.5% |
| 7D | -22.2% | -5.2% | -17.0% | -16.5% |
| 30D | -44.4% | -8.0% | -36.4% | -37.8% |
| 3M | -34.3% | -8.9% | -25.4% | -25.4% |
| 6M | -50.1% | -5.0% | -45.1% | -45.4% |
| YTD | -30.1% | +11.9% | -42.0% | -35.3% |
| 1Y | -39.3% | +16.6% | -56.0% | -45.9% |
| 3Y | +732.7% | +62.5% | +670.2% | +467.9% |
| All | +732.7% | +62.2% | +670.5% | +467.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling