+0.6%
LOW vs CF
+51.3%
-50.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | 0.0% |
| 7D | +1.0% | +10.4% | -9.4% | +3.0% |
| 30D | +25.6% | +7.6% | +18.0% | +27.5% |
| 3M | +5.3% | +5.2% | +0.2% | +6.8% |
| 6M | +3.7% | -0.1% | +3.8% | +4.7% |
| YTD | -1.9% | +61.7% | -63.5% | -7.5% |
| 1Y | +0.6% | +50.3% | -49.7% | -5.1% |
| All | +0.6% | +51.3% | -50.7% | -5.1% |
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