+891.5%
CLS vs LOW
+25.2%
+866.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +4.9% |
| 7D | +23.5% | +0.1% | +23.4% | +23.5% |
| 30D | -28.9% | +21.3% | -50.2% | -32.0% |
| 3M | -25.2% | +6.0% | -31.2% | -25.8% |
| 6M | -32.1% | +2.6% | -34.7% | -32.2% |
| YTD | -14.1% | -3.6% | -10.5% | -12.7% |
| 1Y | -24.1% | -1.0% | -23.1% | -24.0% |
| All | +891.5% | +25.2% | +866.3% | +716.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling