+27.2%
CB vs LOW
-0.8%
+28.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +7.4% | +21.3% | -13.9% | +4.7% |
| 3M | +8.6% | +6.0% | +2.6% | +7.0% |
| 6M | +16.1% | +2.6% | +13.6% | +14.6% |
| YTD | +20.2% | -3.6% | +23.8% | +18.7% |
| 1Y | +27.2% | -1.0% | +28.2% | +25.9% |
| All | +27.2% | -0.8% | +28.0% | +25.9% |
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