+11.9%
COST vs CLS
-28.7%
+40.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -9.1% | +11.7% | +2.1% |
| 7D | +6.6% | -21.1% | +27.8% | +5.2% |
| 30D | +13.5% | -38.2% | +51.7% | +10.7% |
| 3M | +10.6% | -36.3% | +46.9% | +8.3% |
| 6M | +3.6% | -43.8% | +47.5% | +1.8% |
| YTD | +22.1% | -20.0% | +42.1% | +21.2% |
| 1Y | +11.9% | -29.6% | +41.5% | +10.8% |
| All | +11.9% | -28.7% | +40.6% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling