+2,944.0%
CLS vs COP
+338.9%
+2,605.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.1% | +5.4% |
| 7D | +12.8% | -0.8% | +13.6% | +13.1% |
| 30D | +3.8% | +15.6% | -11.8% | -2.1% |
| 3M | -14.6% | +14.3% | -29.0% | -19.8% |
| 6M | +32.2% | +17.0% | +15.3% | +21.5% |
| YTD | +11.6% | +47.4% | -35.8% | -7.8% |
| 1Y | +35.1% | +52.4% | -17.4% | +9.5% |
| 3Y | +1,312.5% | +20.8% | +1,291.7% | +1,139.9% |
| 5Y | +3,542.1% | +191.7% | +3,350.4% | +1,972.1% |
| 10Y | +2,944.0% | +325.1% | +2,618.9% | +1,250.2% |
| All | +2,944.0% | +338.9% | +2,605.1% | +1,250.2% |
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