+1,628.1%
CLS vs COO
+41.2%
+1,586.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | -22.2% | +4.7% | -26.9% | -23.7% |
| 30D | -44.4% | +13.9% | -58.3% | -47.6% |
| 3M | -34.3% | -14.9% | -19.3% | -31.2% |
| 6M | -50.1% | +2.0% | -52.1% | -52.4% |
| YTD | -30.1% | -23.9% | -6.2% | -24.2% |
| 1Y | -39.3% | -9.6% | -29.7% | -39.3% |
| 3Y | +732.7% | -25.4% | +758.1% | +755.7% |
| 5Y | +1,777.2% | -41.2% | +1,818.4% | +2,038.3% |
| All | +1,628.1% | +41.2% | +1,586.9% | +1,276.2% |
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