+75.3%
CME vs LOW
+7.0%
+68.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | +4.2% | -9.3% | +13.5% | +4.8% |
| 3M | +7.3% | -8.1% | +15.4% | +7.8% |
| 6M | -11.4% | -19.8% | +8.4% | -10.4% |
| YTD | +3.5% | -16.4% | +19.9% | +4.4% |
| 1Y | +8.6% | -24.7% | +33.3% | +10.5% |
| 3Y | +51.6% | -8.8% | +60.4% | +50.6% |
| 5Y | +75.3% | +7.8% | +67.5% | +66.7% |
| All | +75.3% | +7.0% | +68.3% | +66.7% |
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 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