+1,284.2%
CLS vs COF
+119.0%
+1,165.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.8% |
| 7D | +20.1% | -2.7% | +22.7% | +21.7% |
| 30D | +6.0% | -3.4% | +9.4% | +7.7% |
| 3M | -10.3% | +15.4% | -25.7% | -17.3% |
| 6M | +24.5% | +14.4% | +10.1% | +15.1% |
| YTD | +12.9% | -12.0% | +24.8% | +18.1% |
| 1Y | +36.7% | -3.7% | +40.4% | +34.4% |
| All | +1,284.2% | +119.0% | +1,165.3% | +920.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling