+25,808.1%
CAT vs LOW
+35,323.5%
-9,515.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.3% |
| 7D | +1.7% | -1.7% | +3.4% | +2.3% |
| 30D | -6.6% | -7.0% | +0.5% | -4.4% |
| 3M | -13.3% | -0.9% | -12.4% | -13.6% |
| 6M | +11.6% | -20.1% | +31.7% | +19.6% |
| YTD | +42.9% | -13.9% | +56.9% | +49.2% |
| 1Y | +95.4% | -21.1% | +116.6% | +109.4% |
| 3Y | +196.6% | -6.6% | +203.2% | +199.2% |
| 5Y | +321.7% | +9.4% | +312.3% | +298.2% |
| 10Y | +1,140.8% | +220.5% | +920.3% | +696.7% |
| All | +25,808.1% | +35,323.5% | -9,515.4% | +5,340.3% |
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