+9.6%
LOW vs CFG
+68.3%
-58.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.4% | +2.3% |
| 7D | +6.4% | +0.3% | +6.1% | +6.3% |
| 30D | +25.6% | +3.2% | +22.4% | +24.3% |
| 3M | +4.6% | -9.7% | +14.3% | +8.2% |
| 6M | +2.5% | +3.6% | -1.1% | +1.1% |
| YTD | -1.6% | +14.7% | -16.3% | -6.5% |
| 1Y | +1.7% | +29.6% | -27.8% | -7.3% |
| 3Y | +29.4% | +190.6% | -161.1% | -13.1% |
| 5Y | +9.6% | +67.1% | -57.5% | -10.7% |
| All | +9.6% | +68.3% | -58.7% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling