+7,663.4%
CME vs LOW
+1,549.3%
+6,114.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.5% | +1.0% | +1.5% | +2.0% |
| 30D | +13.9% | +25.6% | -11.7% | +3.8% |
| 3M | +22.4% | +5.3% | +17.0% | +19.3% |
| 6M | +12.9% | +3.7% | +9.2% | +10.1% |
| YTD | +19.6% | -1.9% | +21.5% | +18.0% |
| 1Y | +17.7% | +0.6% | +17.1% | +14.6% |
| 3Y | +65.3% | +26.4% | +38.9% | +40.9% |
| 5Y | +75.1% | +10.1% | +65.0% | +52.4% |
| 10Y | +305.8% | +301.3% | +4.5% | +68.8% |
| All | +7,663.4% | +1,549.3% | +6,114.1% | +1,313.2% |
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