+1,980.9%
CLS vs COO
-40.4%
+2,021.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.5% |
| 7D | +16.3% | +0.5% | +15.8% | +16.2% |
| 30D | -25.7% | +14.2% | -39.8% | -28.4% |
| 3M | -30.9% | -18.2% | -12.7% | -27.6% |
| 6M | -35.5% | +5.3% | -40.8% | -38.2% |
| YTD | -18.7% | -23.6% | +4.9% | -13.2% |
| 1Y | -17.9% | -12.7% | -5.2% | -16.5% |
| 3Y | +838.1% | -24.2% | +862.3% | +843.1% |
| All | +1,980.9% | -40.4% | +2,021.2% | +2,144.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling