+272.2%
CME vs LOW
+233.1%
+39.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -2.4% | -2.6% | +0.3% | -1.8% |
| 30D | +6.2% | -11.1% | +17.3% | +9.0% |
| 3M | +4.4% | -8.5% | +12.9% | +6.2% |
| 6M | -9.6% | -20.8% | +11.2% | -5.2% |
| YTD | +3.8% | -17.2% | +21.0% | +7.4% |
| 1Y | +9.5% | -24.7% | +34.3% | +15.9% |
| 3Y | +51.9% | -9.7% | +61.7% | +50.3% |
| 5Y | +78.7% | +6.0% | +72.7% | +64.0% |
| All | +272.2% | +233.1% | +39.1% | +110.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling