+893.6%
LOW vs CF
+5,315.1%
-4,421.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +7.4% | -3.2% | +10.6% | +7.9% |
| 30D | +24.5% | +4.3% | +20.2% | +23.2% |
| 3M | +3.5% | +2.8% | +0.7% | +2.3% |
| 6M | -2.6% | +0.6% | -3.2% | -3.8% |
| YTD | -4.8% | +56.6% | -61.5% | -15.5% |
| 1Y | -0.8% | +49.6% | -50.4% | -11.2% |
| 3Y | +22.8% | +61.5% | -38.7% | +6.2% |
| 5Y | +5.3% | +124.0% | -118.7% | -18.8% |
| 10Y | +309.5% | +573.2% | -263.7% | +138.7% |
| All | +893.6% | +5,315.1% | -4,421.6% | +219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling