+2,104.6%
CLS vs AME
+6,396.8%
-4,292.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -1.2% |
| 7D | -22.2% | -5.2% | -17.0% | -18.9% |
| 30D | -44.4% | -8.0% | -36.4% | -40.5% |
| 3M | -34.3% | -8.9% | -25.4% | -29.0% |
| 6M | -50.1% | -5.0% | -45.1% | -47.2% |
| YTD | -30.1% | +11.9% | -42.0% | -33.4% |
| 1Y | -39.3% | +16.6% | -56.0% | -43.6% |
| 3Y | +732.7% | +62.5% | +670.2% | +531.1% |
| 5Y | +1,777.2% | +67.6% | +1,709.6% | +1,298.6% |
| 10Y | +1,645.6% | +450.4% | +1,195.2% | +512.4% |
| All | +2,104.6% | +6,396.8% | -4,292.2% | +130.3% |
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