-35.3%
CLS vs COO
-8.8%
-26.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.5% | +5.3% | +8.4% |
| 7D | -10.6% | +4.3% | -14.8% | -9.5% |
| 30D | -38.4% | +17.6% | -56.0% | -36.7% |
| 3M | -29.9% | -13.9% | -16.0% | -30.3% |
| 6M | -40.6% | +6.6% | -47.2% | -41.1% |
| YTD | -24.6% | -22.0% | -2.6% | -18.4% |
| All | -35.3% | -8.8% | -26.5% | -33.5% |
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