+75.1%
CME vs LOW
+9.2%
+66.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.5% | +1.0% | +1.5% | +2.4% |
| 30D | +13.9% | +25.6% | -11.7% | +12.4% |
| 3M | +22.4% | +5.3% | +17.0% | +21.8% |
| 6M | +12.9% | +3.7% | +9.2% | +12.4% |
| YTD | +19.6% | -1.9% | +21.5% | +19.3% |
| 1Y | +17.7% | +0.6% | +17.1% | +17.2% |
| 3Y | +65.3% | +26.4% | +38.9% | +58.6% |
| 5Y | +75.1% | +10.1% | +65.0% | +66.4% |
| All | +75.1% | +9.2% | +66.0% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling