+3,231.7%
CLS vs COP
+1,668.2%
+1,563.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +4.6% | +3.0% | +1.6% | +3.2% |
| 30D | -13.9% | +17.5% | -31.4% | -19.8% |
| 3M | -26.6% | +13.4% | -39.9% | -31.2% |
| 6M | +15.4% | +17.7% | -2.3% | +5.0% |
| YTD | +5.7% | +46.6% | -40.9% | -13.4% |
| 1Y | +41.1% | +44.6% | -3.5% | +15.6% |
| 3Y | +1,228.6% | +20.7% | +1,207.9% | +1,058.7% |
| 5Y | +3,240.6% | +185.0% | +3,055.6% | +1,812.1% |
| 10Y | +2,760.3% | +347.0% | +2,413.4% | +1,102.1% |
| All | +3,231.7% | +1,668.2% | +1,563.5% | +700.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling