+2,491.1%
CLS vs COP
+1,715.6%
+775.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +7.8% |
| 7D | +2.8% | +0.7% | +2.1% | +2.5% |
| 30D | -30.1% | +0.2% | -30.3% | -30.3% |
| 3M | -21.7% | +10.2% | -31.9% | -25.5% |
| 6M | -36.2% | +20.1% | -56.3% | -42.1% |
| YTD | -17.8% | +50.5% | -68.3% | -33.8% |
| 1Y | -26.8% | +56.8% | -83.6% | -42.1% |
| 3Y | +853.4% | +30.3% | +823.1% | +702.8% |
| 5Y | +2,005.0% | +126.8% | +1,878.2% | +1,225.7% |
| 10Y | +1,929.4% | +325.0% | +1,604.4% | +771.6% |
| All | +2,491.1% | +1,715.6% | +775.5% | +512.0% |
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