+3,231.7%
CLS vs COF
+667.0%
+2,564.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +4.6% | +1.8% | +2.7% | +3.8% |
| 30D | -13.9% | -0.6% | -13.3% | -13.7% |
| 3M | -26.6% | +20.3% | -46.9% | -32.1% |
| 6M | +15.4% | +13.0% | +2.4% | +9.3% |
| YTD | +5.7% | -8.3% | +14.0% | +7.5% |
| 1Y | +41.1% | -1.5% | +42.6% | +38.7% |
| 3Y | +1,228.6% | +122.3% | +1,106.3% | +840.9% |
| 5Y | +3,240.6% | +52.5% | +3,188.1% | +2,592.3% |
| 10Y | +2,760.3% | +264.9% | +2,495.5% | +1,460.2% |
| All | +3,231.7% | +667.0% | +2,564.7% | +739.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling