+2,104.6%
CLS vs COO
+1,291.9%
+812.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | -22.2% | +4.7% | -26.9% | -23.4% |
| 30D | -44.4% | +13.9% | -58.3% | -46.8% |
| 3M | -34.3% | -14.9% | -19.3% | -32.1% |
| 6M | -50.1% | +2.0% | -52.1% | -51.7% |
| YTD | -30.1% | -23.9% | -6.2% | -26.1% |
| 1Y | -39.3% | -9.6% | -29.7% | -39.2% |
| 3Y | +732.7% | -25.4% | +758.1% | +758.2% |
| 5Y | +1,777.2% | -41.2% | +1,818.4% | +1,961.5% |
| 10Y | +1,645.6% | +42.1% | +1,603.5% | +1,400.1% |
| All | +2,104.6% | +1,291.9% | +812.7% | +1,329.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling