-0.8%
CRM vs LOW
+5.4%
-6.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | -3.7% | -0.7% | -2.9% |
| 30D | +28.1% | -8.9% | +37.0% | +33.0% |
| 3M | +48.8% | -10.4% | +59.2% | +55.4% |
| 6M | +28.3% | -19.4% | +47.7% | +39.0% |
| YTD | -6.0% | -17.1% | +11.1% | -0.5% |
| 1Y | +1.4% | -26.3% | +27.7% | +13.9% |
| 3Y | +11.8% | -9.9% | +21.7% | +9.7% |
| All | -0.8% | +5.4% | -6.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling