+1,914.6%
CLS vs COP
+342.2%
+1,572.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -6.0% |
| 7D | +16.3% | +4.4% | +11.9% | +14.4% |
| 30D | -25.7% | 0.0% | -25.6% | -25.8% |
| 3M | -30.9% | +15.0% | -45.9% | -35.0% |
| 6M | -35.5% | +22.0% | -57.5% | -41.3% |
| YTD | -18.7% | +55.3% | -74.0% | -34.6% |
| 1Y | -17.9% | +64.1% | -82.0% | -35.6% |
| 3Y | +838.1% | +34.1% | +804.0% | +687.5% |
| 5Y | +1,971.9% | +133.4% | +1,838.5% | +1,194.8% |
| All | +1,914.6% | +342.2% | +1,572.4% | +792.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling