+35,474.8%
LOW vs CLF
+714.0%
+34,760.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.0% |
| 7D | -1.7% | +7.6% | -9.3% | -2.8% |
| 30D | -7.0% | -1.2% | -5.9% | -7.1% |
| 3M | -0.9% | -13.4% | +12.5% | +0.4% |
| 6M | -20.1% | +15.4% | -35.5% | -22.9% |
| YTD | -13.9% | -5.9% | -8.0% | -15.0% |
| 1Y | -21.1% | +18.8% | -40.0% | -26.0% |
| 3Y | -6.6% | -19.4% | +12.8% | -11.2% |
| 5Y | +9.4% | -47.7% | +57.1% | +6.9% |
| 10Y | +220.5% | +130.4% | +90.1% | +121.4% |
| All | +35,474.8% | +714.0% | +34,760.8% | +9,336.8% |
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