+3,616.8%
CLS vs COF
+44.1%
+3,572.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.6% |
| 7D | +5.0% | -6.1% | +11.0% | +8.4% |
| 30D | +4.8% | -5.2% | +9.9% | +7.5% |
| 3M | -10.4% | +17.0% | -27.4% | -18.1% |
| 6M | +20.8% | +12.9% | +7.9% | +12.3% |
| YTD | +10.0% | -13.5% | +23.6% | +16.0% |
| 1Y | +28.5% | -5.9% | +34.4% | +28.2% |
| 3Y | +1,292.2% | +117.1% | +1,175.1% | +781.3% |
| 5Y | +3,616.8% | +45.4% | +3,571.4% | +2,549.4% |
| All | +3,616.8% | +44.1% | +3,572.7% | +2,549.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling