+3,231.7%
CLS vs COO
+1,453.2%
+1,778.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | +4.6% | -2.2% | +6.8% | +5.3% |
| 30D | -13.9% | -7.0% | -6.9% | -12.1% |
| 3M | -26.6% | +12.2% | -38.8% | -29.9% |
| 6M | +15.4% | -15.1% | +30.5% | +19.9% |
| YTD | +5.7% | -15.1% | +20.8% | +9.5% |
| 1Y | +41.1% | +2.3% | +38.8% | +37.4% |
| 3Y | +1,228.6% | -23.7% | +1,252.3% | +1,278.4% |
| 5Y | +3,240.6% | -38.9% | +3,279.6% | +3,579.0% |
| 10Y | +2,760.3% | +49.9% | +2,710.4% | +2,343.9% |
| All | +3,231.7% | +1,453.2% | +1,778.5% | +2,017.6% |
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 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