+9.8%
LOW vs CF
+227.0%
-217.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.3% |
| 7D | -1.7% | +6.0% | -7.7% | -1.9% |
| 30D | -7.0% | +14.8% | -21.9% | -7.3% |
| 3M | -0.9% | +14.1% | -14.9% | -1.2% |
| 6M | -20.1% | +28.5% | -48.6% | -21.6% |
| YTD | -13.9% | +74.9% | -88.8% | -17.9% |
| 1Y | -21.1% | +61.7% | -82.8% | -24.3% |
| 3Y | -6.6% | +80.3% | -87.0% | -12.1% |
| All | +9.8% | +227.0% | -217.2% | -4.8% |
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 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