-1.4%
LOW vs CF
+35.9%
-37.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.4% | +11.9% | +6.7% |
| 7D | +15.6% | -6.9% | +22.5% | +14.2% |
| 30D | +28.6% | -3.7% | +32.3% | +27.8% |
| 3M | +5.8% | -5.0% | +10.8% | +5.3% |
| 6M | +3.8% | -10.5% | +14.3% | +2.7% |
| YTD | -2.8% | +46.5% | -49.3% | -10.7% |
| 1Y | -1.4% | +34.8% | -36.2% | -8.6% |
| All | -1.4% | +35.9% | -37.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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