+74.9%
CB vs LOW
+25.3%
+49.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.9% | +1.4% | +1.5% | +2.7% |
| 30D | +7.3% | +21.7% | -14.4% | +4.1% |
| 3M | +9.4% | +5.0% | +4.4% | +8.2% |
| 6M | +19.6% | +4.6% | +15.0% | +18.2% |
| YTD | +21.5% | -3.5% | +25.0% | +20.8% |
| 1Y | +28.0% | +0.5% | +27.5% | +26.4% |
| 3Y | +74.9% | +24.8% | +50.1% | +81.7% |
| All | +74.9% | +25.3% | +49.5% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling