+3,542.1%
CLS vs AME
+85.0%
+3,457.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +12.8% | +2.8% | +10.0% | +9.7% |
| 30D | +3.8% | -6.3% | +10.1% | +11.0% |
| 3M | -14.6% | +5.4% | -20.0% | -18.4% |
| 6M | +32.2% | +7.4% | +24.8% | +25.1% |
| YTD | +11.6% | +16.2% | -4.5% | -2.3% |
| 1Y | +35.1% | +26.8% | +8.2% | +8.5% |
| 3Y | +1,312.5% | +57.5% | +1,255.0% | +834.9% |
| 5Y | +3,542.1% | +84.8% | +3,457.2% | +1,970.7% |
| All | +3,542.1% | +85.0% | +3,457.0% | +1,970.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling