+303.3%
LOW vs CFG
+230.2%
+73.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +8.7% | +0.7% | +8.0% | +8.4% |
| 30D | +25.5% | +2.8% | +22.7% | +24.3% |
| 3M | +6.6% | -10.1% | +16.7% | +10.7% |
| 6M | +2.4% | +3.2% | -0.8% | +1.1% |
| YTD | -1.7% | +14.2% | -15.9% | -6.8% |
| 1Y | +1.7% | +27.4% | -25.7% | -7.3% |
| 3Y | +26.6% | +187.6% | -161.0% | -16.6% |
| 5Y | +10.1% | +65.7% | -55.6% | -13.8% |
| 10Y | +303.3% | +219.7% | +83.6% | +128.7% |
| All | +303.3% | +230.2% | +73.1% | +128.7% |
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