+69.5%
COST vs CLS
+1,291.7%
-1,222.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -0.7% |
| 7D | -3.2% | +12.8% | -15.9% | -3.4% |
| 30D | -4.0% | +3.8% | -7.8% | -4.1% |
| 3M | -6.5% | -14.6% | +8.2% | -6.3% |
| 6M | -8.5% | +32.2% | -40.8% | -10.4% |
| YTD | +6.0% | +11.6% | -5.6% | +4.4% |
| 1Y | -5.8% | +35.1% | -40.9% | -9.0% |
| All | +69.5% | +1,291.7% | -1,222.2% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling