+2,277.8%
CLS vs AME
+6,668.7%
-4,390.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.2% | +3.7% | +5.0% |
| 7D | -10.6% | -1.5% | -9.0% | -9.0% |
| 30D | -38.4% | -4.2% | -34.3% | -36.0% |
| 3M | -29.9% | -5.9% | -23.9% | -25.8% |
| 6M | -40.6% | +2.8% | -43.5% | -40.5% |
| YTD | -24.6% | +16.6% | -41.2% | -30.1% |
| 1Y | -30.8% | +22.1% | -52.9% | -37.5% |
| 3Y | +811.7% | +64.7% | +747.1% | +584.9% |
| 5Y | +1,838.4% | +76.6% | +1,761.8% | +1,296.1% |
| 10Y | +1,751.5% | +443.9% | +1,307.6% | +553.6% |
| All | +2,277.8% | +6,668.7% | -4,390.9% | +141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling