-24.1%
CLS vs COP
+61.7%
-85.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +5.2% |
| 7D | +23.5% | +3.4% | +20.1% | +25.1% |
| 30D | -28.9% | -0.6% | -28.3% | -28.9% |
| 3M | -25.2% | +10.8% | -35.9% | -20.9% |
| 6M | -32.1% | +19.6% | -51.7% | -25.2% |
| YTD | -14.1% | +52.9% | -67.0% | -5.1% |
| 1Y | -24.1% | +62.2% | -86.3% | -15.6% |
| All | -24.1% | +61.7% | -85.8% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling