+95.4%
CAT vs LOW
-20.7%
+116.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.4% |
| 7D | +1.7% | -1.7% | +3.4% | +2.1% |
| 30D | -6.6% | -7.0% | +0.5% | -4.9% |
| 3M | -13.3% | -0.9% | -12.4% | -14.2% |
| 6M | +11.6% | -20.1% | +31.7% | +18.7% |
| YTD | +42.9% | -13.9% | +56.9% | +52.5% |
| 1Y | +95.4% | -21.1% | +116.6% | +105.1% |
| All | +95.4% | -20.7% | +116.1% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling