+19.6%
CME vs LOW
-0.5%
+20.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.1% | +1.3% |
| 7D | +4.8% | +15.6% | -10.8% | +4.8% |
| 30D | +14.2% | +28.6% | -14.4% | +14.6% |
| 3M | +17.9% | +5.8% | +12.1% | +17.2% |
| 6M | +7.2% | +3.8% | +3.4% | +6.2% |
| YTD | +16.7% | -2.8% | +19.5% | +17.7% |
| 1Y | +19.6% | -1.4% | +21.0% | +21.0% |
| All | +19.6% | -0.5% | +20.0% | +21.0% |
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 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