+442.0%
LOW vs CFG
+360.2%
+81.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.2% |
| 3M | +4.6% | -9.7% | +14.3% | +8.3% |
| 6M | +2.5% | +3.6% | -1.1% | +1.0% |
| YTD | -1.6% | +14.7% | -16.3% | -6.7% |
| 1Y | +1.7% | +29.6% | -27.8% | -7.7% |
| 3Y | +29.4% | +190.6% | -161.1% | -14.3% |
| 5Y | +9.6% | +67.1% | -57.5% | -14.1% |
| 10Y | +313.3% | +237.0% | +76.3% | +123.8% |
| All | +442.0% | +360.2% | +81.8% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling