+40,541.9%
LOW vs CLF
+698.4%
+39,843.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.0% | -3.6% | +2.4% |
| 7D | +6.4% | -14.1% | +20.5% | +8.4% |
| 30D | +25.6% | -5.5% | +31.1% | +25.7% |
| 3M | +4.6% | 0.0% | +4.6% | +3.4% |
| 6M | +2.5% | +11.3% | -8.7% | -1.2% |
| YTD | -1.6% | -7.7% | +6.0% | -3.6% |
| 1Y | +1.7% | +17.5% | -15.8% | -4.0% |
| 3Y | +29.4% | -25.4% | +54.9% | +23.5% |
| 5Y | +9.6% | -46.0% | +55.6% | +6.0% |
| 10Y | +313.3% | +80.1% | +233.3% | +195.2% |
| All | +40,541.9% | +698.4% | +39,843.5% | +10,606.8% |
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