+374.4%
LOW vs CFG
+396.4%
-22.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -1.7% | +1.5% | -3.3% | -2.3% |
| 30D | -7.0% | -3.8% | -3.2% | -5.8% |
| 3M | -0.9% | +11.5% | -12.4% | -4.7% |
| 6M | -20.1% | +19.2% | -39.3% | -25.0% |
| YTD | -13.9% | +23.7% | -37.6% | -20.5% |
| 1Y | -21.1% | +38.8% | -60.0% | -30.3% |
| 3Y | -6.6% | +178.9% | -185.5% | -37.5% |
| 5Y | +9.4% | +101.8% | -92.4% | -20.2% |
| 10Y | +220.5% | +317.3% | -96.8% | +61.8% |
| All | +374.4% | +396.4% | -22.0% | +121.8% |
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