+36.7%
CLS vs LOW
-25.6%
+62.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.0% |
| 7D | +20.1% | -0.6% | +20.7% | +20.0% |
| 30D | +6.0% | -9.3% | +15.3% | +5.3% |
| 3M | -10.3% | -8.1% | -2.2% | -10.8% |
| 6M | +24.5% | -19.8% | +44.3% | +25.2% |
| YTD | +12.9% | -16.4% | +29.2% | +17.1% |
| 1Y | +36.7% | -24.7% | +61.3% | +27.9% |
| All | +36.7% | -25.6% | +62.2% | +27.9% |
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