+233.8%
LOW vs CFG
+308.1%
-74.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -0.6% | -0.6% | 0.0% | -0.4% |
| 30D | -9.3% | -4.5% | -4.7% | -7.8% |
| 3M | -8.1% | +6.3% | -14.4% | -10.2% |
| 6M | -19.8% | +20.6% | -40.4% | -25.1% |
| YTD | -16.4% | +21.2% | -37.6% | -22.3% |
| 1Y | -24.7% | +38.2% | -62.9% | -33.4% |
| 3Y | -8.8% | +185.9% | -194.8% | -39.9% |
| 5Y | +7.8% | +97.0% | -89.2% | -21.0% |
| 10Y | +233.8% | +306.8% | -73.0% | +71.0% |
| All | +233.8% | +308.1% | -74.3% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling