+4,266.3%
COST vs CLS
+3,265.4%
+1,000.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.2% |
| 7D | -3.1% | +4.6% | -7.7% | -3.8% |
| 30D | -2.8% | -13.9% | +11.1% | -1.3% |
| 3M | -5.7% | -26.6% | +20.9% | -3.1% |
| 6M | -8.8% | +15.4% | -24.2% | -13.3% |
| YTD | +6.7% | +5.7% | +1.0% | +2.0% |
| 1Y | -3.6% | +41.1% | -44.8% | -13.2% |
| 3Y | +75.1% | +1,228.6% | -1,153.5% | +4.7% |
| 5Y | +108.9% | +3,240.6% | -3,131.7% | +5.7% |
| 10Y | +586.2% | +2,760.3% | -2,174.2% | +233.7% |
| All | +4,266.3% | +3,265.4% | +1,000.9% | +1,038.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling