+5,182.3%
COST vs CLS
+2,489.5%
+2,692.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +2.0% |
| 7D | +5.0% | +16.3% | -11.3% | +2.9% |
| 30D | +12.8% | -25.7% | +38.5% | +16.3% |
| 3M | +15.2% | -30.9% | +46.0% | +19.0% |
| 6M | +7.4% | -35.5% | +42.9% | +10.2% |
| YTD | +29.0% | -18.7% | +47.7% | +26.0% |
| 1Y | +20.3% | -17.9% | +38.2% | +16.4% |
| 3Y | +99.0% | +838.1% | -739.1% | +23.6% |
| 5Y | +125.7% | +1,971.9% | -1,846.2% | +21.2% |
| 10Y | +775.3% | +1,907.9% | -1,132.5% | +342.0% |
| All | +5,182.3% | +2,489.5% | +2,692.8% | +1,307.7% |
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