-29.6%
CLS vs LOW
-0.5%
-29.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +7.5% | -16.6% | -7.2% |
| 7D | -21.1% | +15.6% | -36.8% | -18.6% |
| 30D | -38.2% | +28.6% | -66.8% | -35.8% |
| 3M | -36.3% | +5.8% | -42.2% | -34.2% |
| 6M | -43.8% | +3.8% | -47.6% | -41.1% |
| YTD | -20.0% | -2.8% | -17.2% | -13.7% |
| 1Y | -29.6% | -1.4% | -28.2% | -24.3% |
| All | -29.6% | -0.5% | -29.1% | -24.3% |
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