+1,980.9%
CLS vs COP
+133.8%
+1,847.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -5.8% |
| 7D | +16.3% | +4.4% | +11.9% | +15.1% |
| 30D | -25.7% | 0.0% | -25.6% | -25.7% |
| 3M | -30.9% | +15.0% | -45.9% | -33.5% |
| 6M | -35.5% | +22.0% | -57.5% | -39.3% |
| YTD | -18.7% | +55.3% | -74.0% | -31.2% |
| 1Y | -17.9% | +64.1% | -82.0% | -32.0% |
| 3Y | +838.1% | +34.1% | +804.0% | +717.5% |
| All | +1,980.9% | +133.8% | +1,847.1% | +1,247.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling