+216.8%
CB vs LOW
+224.9%
-8.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.9% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | -3.9% | -10.1% | +6.2% | -0.9% |
| 3M | +4.9% | -2.9% | +7.8% | +5.4% |
| 6M | +3.3% | -19.4% | +22.7% | +9.5% |
| YTD | +8.5% | -15.4% | +24.0% | +12.9% |
| 1Y | +22.1% | -24.9% | +47.0% | +31.6% |
| 3Y | +70.1% | -7.8% | +77.9% | +68.9% |
| 5Y | +97.4% | +8.4% | +89.0% | +81.0% |
| 10Y | +216.8% | +226.8% | -10.0% | +102.5% |
| All | +216.8% | +224.9% | -8.0% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling