+2,104.6%
CLS vs COP
+1,694.7%
+409.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -22.2% | -11.5% | -10.6% | -18.1% |
| 30D | -44.4% | +5.0% | -49.3% | -45.6% |
| 3M | -34.3% | +17.5% | -51.8% | -39.1% |
| 6M | -50.1% | +16.2% | -66.3% | -54.0% |
| YTD | -30.1% | +48.8% | -78.9% | -43.4% |
| 1Y | -39.3% | +64.1% | -103.4% | -53.0% |
| 3Y | +732.7% | +25.7% | +707.1% | +611.8% |
| 5Y | +1,777.2% | +114.4% | +1,662.8% | +1,110.9% |
| 10Y | +1,645.6% | +331.7% | +1,313.9% | +643.9% |
| All | +2,104.6% | +1,694.7% | +409.9% | +423.1% |
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