+49.0%
CCL vs LOW
-9.4%
+58.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.2% |
| 7D | -4.4% | -0.6% | -3.8% | -3.9% |
| 30D | -18.2% | -9.3% | -8.9% | -11.3% |
| 3M | -17.7% | -8.1% | -9.6% | -11.8% |
| 6M | -13.0% | -19.8% | +6.8% | +4.6% |
| YTD | -24.5% | -16.4% | -8.1% | -12.8% |
| 1Y | -26.9% | -24.7% | -2.3% | -8.4% |
| All | +49.0% | -9.4% | +58.4% | +42.4% |
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