-7.3%
CMG vs LOW
-10.3%
+3.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -3.8% | -2.6% | -1.2% | -2.9% |
| 30D | +12.9% | -11.1% | +24.1% | +17.6% |
| 3M | +18.8% | -8.5% | +27.3% | +22.1% |
| 6M | +4.1% | -20.8% | +24.9% | +12.8% |
| YTD | -2.4% | -17.2% | +14.9% | +3.6% |
| 1Y | -6.7% | -24.7% | +18.1% | +2.0% |
| All | -7.3% | -10.3% | +3.0% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling