+5.6%
CDE vs LOW
-0.5%
+6.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +7.5% | +1.2% | +5.2% |
| 7D | +1.1% | +15.6% | -14.5% | -5.4% |
| 30D | -14.5% | +28.6% | -43.1% | -24.5% |
| 3M | -10.1% | +5.8% | -15.9% | -12.4% |
| 6M | -16.9% | +3.8% | -20.7% | -17.5% |
| YTD | -18.1% | -2.8% | -15.3% | -13.8% |
| 1Y | +5.6% | -1.4% | +7.0% | +10.5% |
| All | +5.6% | -0.5% | +6.1% | +10.5% |
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 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