-7.4%
CDE vs LOW
-19.7%
+12.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.3% |
| 7D | -2.0% | -0.6% | -1.3% | -1.6% |
| 30D | +15.7% | -9.3% | +25.0% | +22.1% |
| 3M | +30.5% | -8.1% | +38.6% | +37.5% |
| 6M | -7.4% | -19.8% | +12.4% | +10.7% |
| All | -7.4% | -19.7% | +12.3% | +10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling