-29.6%
CLS vs AMRZ
-11.5%
-18.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.2% | -14.2% | -10.2% |
| 7D | -21.1% | +10.3% | -31.4% | -23.5% |
| 30D | -38.2% | +18.7% | -56.9% | -41.4% |
| 3M | -36.3% | -14.6% | -21.7% | -32.7% |
| 6M | -43.8% | -12.9% | -30.9% | -41.6% |
| YTD | -20.0% | -17.4% | -2.7% | -15.0% |
| 1Y | -29.6% | -12.3% | -17.3% | -27.9% |
| All | -29.6% | -11.5% | -18.1% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling