+1,751.5%
CLS vs COP
+319.0%
+1,432.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.3% | +9.2% | +8.3% |
| 7D | -10.6% | -8.4% | -2.1% | -7.5% |
| 30D | -38.4% | +0.3% | -38.7% | -38.7% |
| 3M | -29.9% | +15.1% | -45.0% | -34.2% |
| 6M | -40.6% | +19.8% | -60.4% | -45.7% |
| YTD | -24.6% | +46.8% | -71.4% | -38.1% |
| 1Y | -30.8% | +59.7% | -90.5% | -45.3% |
| 3Y | +811.7% | +28.7% | +783.0% | +676.4% |
| 5Y | +1,838.4% | +110.7% | +1,727.7% | +1,162.2% |
| 10Y | +1,751.5% | +298.3% | +1,453.2% | +736.7% |
| All | +1,751.5% | +319.0% | +1,432.5% | +736.7% |
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