+43.2%
KO vs CLS
-28.7%
+72.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.1% | +10.1% | +0.6% |
| 7D | +4.4% | -21.1% | +25.6% | +3.2% |
| 30D | +10.7% | -38.2% | +49.0% | +8.4% |
| 3M | +11.3% | -36.3% | +47.6% | +9.3% |
| 6M | +24.0% | -43.8% | +67.9% | +21.8% |
| YTD | +39.7% | -20.0% | +59.7% | +37.1% |
| 1Y | +43.2% | -29.6% | +72.8% | +40.0% |
| All | +43.2% | -28.7% | +72.0% | +40.0% |
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