+2,944.0%
CLS vs COO
+43.7%
+2,900.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.7% | +8.4% | +6.7% |
| 7D | +12.8% | -2.3% | +15.1% | +13.8% |
| 30D | +3.8% | -8.8% | +12.6% | +7.4% |
| 3M | -14.6% | +1.3% | -16.0% | -16.0% |
| 6M | +32.2% | -11.6% | +43.8% | +37.2% |
| YTD | +11.6% | -17.4% | +29.0% | +19.0% |
| 1Y | +35.1% | -1.6% | +36.7% | +31.7% |
| 3Y | +1,312.5% | -22.6% | +1,335.2% | +1,361.6% |
| 5Y | +3,542.1% | -40.3% | +3,582.4% | +4,137.8% |
| 10Y | +2,944.0% | +45.2% | +2,898.8% | +2,381.2% |
| All | +2,944.0% | +43.7% | +2,900.3% | +2,381.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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