-89.5%
CDE vs LOW
+34,309.9%
-34,399.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | -2.0% | -0.6% | -1.3% | -1.9% |
| 30D | +15.7% | -9.3% | +25.0% | +17.7% |
| 3M | +30.5% | -8.1% | +38.6% | +32.4% |
| 6M | -7.4% | -19.8% | +12.4% | -3.8% |
| YTD | +17.9% | -16.4% | +34.3% | +21.6% |
| 1Y | +46.7% | -24.7% | +71.4% | +53.7% |
| 3Y | +851.3% | -8.8% | +860.1% | +865.6% |
| 5Y | +202.9% | +7.8% | +195.2% | +199.0% |
| 10Y | +58.2% | +233.8% | -175.6% | +33.2% |
| All | -89.5% | +34,309.9% | -34,399.4% | -91.0% |
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