+604.2%
COST vs CLS
+2,968.1%
-2,363.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.2% |
| 7D | -2.5% | +5.0% | -7.5% | -2.8% |
| 30D | -4.4% | +4.8% | -9.2% | -5.0% |
| 3M | -8.1% | -10.4% | +2.3% | -8.0% |
| 6M | -9.2% | +20.8% | -30.1% | -12.4% |
| YTD | +5.1% | +10.0% | -4.9% | +1.9% |
| 1Y | -5.1% | +28.5% | -33.6% | -10.5% |
| 3Y | +70.4% | +1,292.2% | -1,221.9% | +13.8% |
| 5Y | +104.7% | +3,616.8% | -3,512.1% | +18.5% |
| All | +604.2% | +2,968.1% | -2,363.9% | +293.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling