+32.7%
KO vs CLS
+47.9%
-15.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -1.8% | +4.6% | -6.3% | -1.5% |
| 30D | +1.4% | -13.9% | +15.3% | +0.8% |
| 3M | +15.4% | -26.6% | +42.0% | +14.1% |
| 6M | +14.3% | +15.4% | -1.1% | +14.6% |
| YTD | +27.7% | +5.7% | +22.0% | +27.9% |
| 1Y | +32.7% | +41.1% | -8.4% | +36.2% |
| All | +32.7% | +47.9% | -15.2% | +36.2% |
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