+5.6%
LOW vs CF
+120.6%
-114.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | +7.4% | -3.2% | +10.6% | +7.5% |
| 30D | +24.5% | +4.3% | +20.2% | +24.4% |
| 3M | +3.5% | +2.8% | +0.7% | +3.3% |
| 6M | -2.6% | +0.6% | -3.2% | -2.7% |
| YTD | -4.8% | +56.6% | -61.5% | -9.1% |
| 1Y | -0.8% | +49.6% | -50.4% | -4.9% |
| 3Y | +22.8% | +61.5% | -38.7% | +15.7% |
| All | +5.6% | +120.6% | -114.9% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling