+6,781.2%
CME vs LOW
+1,346.8%
+5,434.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.8% |
| 7D | -1.6% | -1.7% | +0.2% | -0.9% |
| 30D | +6.2% | -7.0% | +13.3% | +9.2% |
| 3M | +10.4% | -0.9% | +11.3% | +10.1% |
| 6M | -9.5% | -20.1% | +10.5% | -2.3% |
| YTD | +6.0% | -13.9% | +19.9% | +10.6% |
| 1Y | +9.3% | -21.1% | +30.4% | +17.6% |
| 3Y | +57.7% | -6.6% | +64.3% | +52.8% |
| 5Y | +77.7% | +9.4% | +68.3% | +54.2% |
| 10Y | +281.2% | +220.5% | +60.7% | +75.9% |
| All | +6,781.2% | +1,346.8% | +5,434.4% | +1,224.6% |
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