+21.9%
CCL vs LOW
-0.5%
+22.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.5% | -0.2% | +1.3% |
| 7D | +11.6% | +15.6% | -4.0% | -0.4% |
| 30D | +22.5% | +28.6% | -6.1% | 0.0% |
| 3M | +6.4% | +5.8% | +0.6% | +2.2% |
| 6M | +23.4% | +3.8% | +19.6% | +20.5% |
| YTD | +4.2% | -2.8% | +7.0% | +8.3% |
| 1Y | +21.9% | -1.4% | +23.3% | +23.8% |
| All | +21.9% | -0.5% | +22.3% | +23.8% |
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 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