+40,501.7%
LOW vs CLF
+737.5%
+39,764.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.8% |
| 7D | +8.7% | -9.1% | +17.7% | +9.8% |
| 30D | +25.5% | -0.9% | +26.4% | +24.7% |
| 3M | +6.6% | +3.0% | +3.6% | +4.9% |
| 6M | +2.4% | +16.7% | -14.3% | -2.0% |
| YTD | -1.7% | -3.2% | +1.4% | -4.4% |
| 1Y | +1.7% | +24.6% | -22.9% | -4.9% |
| 3Y | +26.6% | -22.3% | +48.9% | +20.0% |
| 5Y | +10.1% | -41.2% | +51.3% | +5.2% |
| 10Y | +303.3% | +83.5% | +219.8% | +187.1% |
| All | +40,501.7% | +737.5% | +39,764.2% | +10,521.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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