+3,154.0%
CLS vs COF
+248.6%
+2,905.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +6.3% |
| 7D | +10.9% | -5.1% | +16.1% | +13.9% |
| 30D | +2.1% | -6.0% | +8.1% | +5.2% |
| 3M | -10.2% | +14.8% | -25.0% | -17.0% |
| 6M | +30.4% | +15.3% | +15.0% | +20.1% |
| YTD | +17.2% | -13.0% | +30.3% | +22.9% |
| 1Y | +41.0% | -5.7% | +46.7% | +40.8% |
| 3Y | +1,338.0% | +118.1% | +1,219.8% | +819.8% |
| 5Y | +3,860.6% | +46.2% | +3,814.3% | +2,904.4% |
| All | +3,154.0% | +248.6% | +2,905.4% | +1,507.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 10y: compounded portfolio wealth divided by compounded COF 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…
10y analysis · Full analysis span regression · 6 months rolling