-39.3%
CLS vs COO
-9.4%
-30.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.1% |
| 7D | -22.2% | +4.7% | -26.9% | -21.2% |
| 30D | -44.4% | +13.9% | -58.3% | -43.1% |
| 3M | -34.3% | -14.9% | -19.3% | -35.0% |
| 6M | -50.1% | +2.0% | -52.1% | -50.2% |
| YTD | -30.1% | -23.9% | -6.2% | -25.0% |
| 1Y | -39.3% | -9.6% | -29.7% | -42.0% |
| All | -39.3% | -9.4% | -30.0% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling