+3,231.7%
CLS vs AME
+6,644.1%
-3,412.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | -0.2% |
| 7D | +4.6% | +0.6% | +3.9% | +4.1% |
| 30D | -13.9% | -6.7% | -7.2% | -9.6% |
| 3M | -26.6% | +4.1% | -30.6% | -28.1% |
| 6M | +15.4% | +1.6% | +13.8% | +15.8% |
| YTD | +5.7% | +16.1% | -10.5% | -3.2% |
| 1Y | +41.1% | +27.3% | +13.8% | +21.6% |
| 3Y | +1,228.6% | +50.9% | +1,177.7% | +940.8% |
| 5Y | +3,240.6% | +81.4% | +3,159.3% | +2,233.0% |
| 10Y | +2,760.3% | +417.0% | +2,343.4% | +925.9% |
| All | +3,231.7% | +6,644.1% | -3,412.4% | +234.9% |
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 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