+1.4%
CRM vs LOW
-25.0%
+26.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | -3.7% | -0.7% | -4.7% |
| 30D | +28.1% | -8.9% | +37.0% | +27.5% |
| 3M | +48.8% | -10.4% | +59.2% | +47.2% |
| 6M | +28.3% | -19.4% | +47.7% | +26.5% |
| YTD | -6.0% | -17.1% | +11.1% | -7.4% |
| 1Y | +1.4% | -26.3% | +27.7% | -8.3% |
| All | +1.4% | -25.0% | +26.4% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling