+41.1%
CLS vs LOW
-20.7%
+61.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +4.6% | -1.7% | +6.3% | +4.4% |
| 30D | -13.9% | -7.0% | -6.9% | -14.1% |
| 3M | -26.6% | -0.9% | -25.7% | -26.9% |
| 6M | +15.4% | -20.1% | +35.5% | +17.2% |
| YTD | +5.7% | -13.9% | +19.6% | +9.6% |
| 1Y | +41.1% | -21.1% | +62.3% | +54.9% |
| All | +41.1% | -20.7% | +61.8% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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