+340.1%
KO vs CLS
+3,455.2%
-3,115.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | 0.0% |
| 7D | +0.4% | +12.8% | -12.4% | -0.3% |
| 30D | +1.5% | +3.8% | -2.3% | +1.2% |
| 3M | +11.8% | -14.6% | +26.4% | +12.2% |
| 6M | +16.2% | +32.2% | -16.0% | +13.1% |
| YTD | +28.1% | +11.6% | +16.5% | +25.5% |
| 1Y | +34.8% | +35.1% | -0.3% | +29.7% |
| 3Y | +65.5% | +1,312.5% | -1,247.1% | +31.6% |
| 5Y | +81.6% | +3,542.1% | -3,460.5% | +33.0% |
| 10Y | +176.7% | +2,944.0% | -2,767.3% | +98.5% |
| All | +340.1% | +3,455.2% | -3,115.1% | +159.6% |
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 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