+63.5%
CLS vs AMRZ
-15.6%
+79.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.3% | +5.6% | +7.2% |
| 7D | -10.6% | -1.1% | -9.4% | -10.2% |
| 30D | -38.4% | +18.3% | -56.7% | -41.8% |
| 3M | -29.9% | -8.0% | -21.9% | -28.1% |
| 6M | -40.6% | -18.7% | -22.0% | -36.8% |
| YTD | -24.6% | -19.8% | -4.7% | -19.1% |
| 1Y | -30.8% | -12.3% | -18.5% | -28.3% |
| All | +63.5% | -15.6% | +79.1% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling