-27.2%
CCL vs LOW
-25.3%
-1.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.2% |
| 7D | -4.3% | -2.6% | -1.7% | -2.2% |
| 30D | -19.0% | -11.1% | -7.8% | -10.7% |
| 3M | -13.1% | -8.5% | -4.6% | -6.6% |
| 6M | -13.3% | -20.8% | +7.6% | +3.1% |
| YTD | -25.2% | -17.2% | -8.0% | -12.8% |
| 1Y | -27.2% | -24.7% | -2.5% | -9.8% |
| All | -27.2% | -25.3% | -1.9% | -9.8% |
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