+292.5%
LOW vs CF
+478.3%
-185.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.0% |
| 7D | +0.1% | +5.4% | -5.3% | -0.9% |
| 30D | +21.3% | +6.5% | +14.7% | +19.7% |
| 3M | +6.0% | +4.6% | +1.4% | +4.6% |
| 6M | +2.6% | -3.3% | +5.9% | +2.3% |
| YTD | -3.6% | +63.9% | -67.5% | -16.3% |
| 1Y | -1.0% | +50.4% | -51.4% | -12.4% |
| 3Y | +24.2% | +68.2% | -44.1% | +4.3% |
| 5Y | +6.3% | +113.8% | -107.5% | -22.4% |
| All | +292.5% | +478.3% | -185.8% | +104.8% |
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