+322.0%
CMG vs LOW
+233.5%
+88.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -2.1% | -3.7% | +1.7% | -0.4% |
| 30D | +10.9% | -8.9% | +19.8% | +15.3% |
| 3M | +15.8% | -10.4% | +26.3% | +20.8% |
| 6M | +6.9% | -19.4% | +26.3% | +16.6% |
| YTD | -2.2% | -17.1% | +15.0% | +5.0% |
| 1Y | -7.1% | -26.3% | +19.2% | +4.8% |
| 3Y | -7.1% | -9.9% | +2.8% | -5.8% |
| 5Y | -4.8% | +6.1% | -10.9% | -11.7% |
| All | +322.0% | +233.5% | +88.5% | +118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling