+18,551.4%
CAT vs LOW
+40,328.9%
-21,777.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -6.3% | +8.7% | -15.0% | -9.0% |
| 30D | -26.8% | +25.5% | -52.2% | -32.6% |
| 3M | -30.0% | +6.6% | -36.6% | -32.1% |
| 6M | -34.6% | +2.4% | -37.0% | -36.0% |
| YTD | +2.9% | -1.7% | +4.6% | +2.0% |
| 1Y | +3.3% | +1.7% | +1.6% | +1.1% |
| 3Y | +153.7% | +26.6% | +127.1% | +129.7% |
| 5Y | +207.3% | +10.1% | +197.1% | +187.1% |
| 10Y | +674.0% | +303.3% | +370.7% | +357.9% |
| All | +18,551.4% | +40,328.9% | -21,777.5% | +3,618.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling