-34.0%
CCL vs LOW
+292.8%
-326.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.2% | +1.4% | -2.6% | -2.1% |
| 30D | +13.1% | +21.7% | -8.6% | -1.5% |
| 3M | +3.4% | +5.0% | -1.6% | -0.3% |
| 6M | +18.7% | +4.6% | +14.1% | +14.7% |
| YTD | -2.3% | -3.5% | +1.2% | +0.2% |
| 1Y | +14.2% | +0.5% | +13.6% | +13.5% |
| 3Y | +133.6% | +24.8% | +108.8% | +98.9% |
| 5Y | +33.5% | +6.5% | +27.1% | +26.0% |
| All | -34.0% | +292.8% | -326.9% | -69.5% |
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