+303.3%
LOW vs CF
+494.2%
-190.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.6% |
| 7D | +8.7% | +4.8% | +3.9% | +7.6% |
| 30D | +25.5% | +9.7% | +15.8% | +23.1% |
| 3M | +6.6% | +1.2% | +5.4% | +5.8% |
| 6M | +2.4% | +7.4% | -4.9% | -0.1% |
| YTD | -1.7% | +60.5% | -62.3% | -14.4% |
| 1Y | +1.7% | +50.7% | -49.1% | -10.2% |
| 3Y | +26.6% | +64.8% | -38.2% | +6.8% |
| 5Y | +10.1% | +115.8% | -105.6% | -20.1% |
| 10Y | +303.3% | +481.0% | -177.7% | +110.2% |
| All | +303.3% | +494.2% | -190.9% | +110.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling