+1,090.6%
CCL vs LOW
+40,281.8%
-39,191.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -1.5% | +1.0% | -2.5% | -1.9% |
| 30D | +16.5% | +25.6% | -9.1% | +4.8% |
| 3M | +11.2% | +5.3% | +5.9% | +8.5% |
| 6M | +22.6% | +3.7% | +18.9% | +20.5% |
| YTD | +2.6% | -1.9% | +4.4% | +3.9% |
| 1Y | +17.0% | +0.6% | +16.4% | +17.0% |
| 3Y | +145.5% | +26.4% | +119.1% | +122.1% |
| 5Y | +36.1% | +10.1% | +26.0% | +32.4% |
| 10Y | -29.4% | +301.3% | -330.7% | -60.9% |
| All | +1,090.6% | +40,281.8% | -39,191.2% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling