+24.8%
LOW vs CF
+68.9%
-44.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.4% | +4.8% | -3.4% | +1.6% |
| 30D | +21.7% | +4.7% | +17.0% | +22.0% |
| 3M | +5.0% | +7.4% | -2.4% | +5.4% |
| 6M | +4.6% | +0.6% | +4.0% | +5.0% |
| YTD | -3.5% | +64.1% | -67.6% | -8.5% |
| 1Y | +0.5% | +51.4% | -50.9% | -3.9% |
| 3Y | +24.8% | +67.8% | -43.0% | +12.8% |
| All | +24.8% | +68.9% | -44.1% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling