+83.1%
KO vs CLS
+3,558.3%
-3,475.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.3% |
| 7D | -1.1% | +5.0% | -6.1% | -1.0% |
| 30D | +1.6% | +4.8% | -3.2% | +1.7% |
| 3M | +5.8% | -10.4% | +16.1% | +5.7% |
| 6M | +14.3% | +20.8% | -6.5% | +14.5% |
| YTD | +27.3% | +10.0% | +17.3% | +27.5% |
| 1Y | +33.2% | +28.5% | +4.6% | +33.6% |
| 3Y | +64.5% | +1,292.2% | -1,227.7% | +51.0% |
| 5Y | +83.1% | +3,616.8% | -3,533.7% | +49.6% |
| All | +83.1% | +3,558.3% | -3,475.2% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling