+5,292.0%
COF vs CL
+2,427.2%
+2,864.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -2.3% |
| 7D | -5.8% | +0.5% | -6.3% | -6.1% |
| 30D | -0.3% | +11.6% | -11.9% | -5.7% |
| 3M | -8.5% | +5.6% | -14.1% | -11.2% |
| 6M | +5.6% | +13.2% | -7.5% | -1.2% |
| YTD | -17.1% | +26.9% | -44.0% | -27.2% |
| 1Y | -7.4% | +27.3% | -34.8% | -18.9% |
| 3Y | +99.1% | +39.7% | +59.4% | +60.7% |
| 5Y | +39.5% | +41.3% | -1.8% | +10.4% |
| 10Y | +208.1% | +76.3% | +131.8% | +112.5% |
| All | +5,292.0% | +2,427.2% | +2,864.8% | +1,227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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