-32.1%
CLS vs LOW
+0.6%
-32.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +3.4% |
| 7D | +23.5% | +0.1% | +23.4% | +23.4% |
| 30D | -28.9% | +21.3% | -50.2% | -18.9% |
| 3M | -25.2% | +6.0% | -31.2% | -20.7% |
| 6M | -32.1% | +2.6% | -34.7% | -30.8% |
| All | -32.1% | +0.6% | -32.7% | -30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling