+41.0%
CVS vs LOW
+233.1%
-192.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -2.0% | -2.6% | +0.7% | -1.2% |
| 30D | +1.9% | -11.1% | +13.1% | +5.2% |
| 3M | -2.2% | -8.5% | +6.3% | -0.1% |
| 6M | +26.7% | -20.8% | +47.6% | +34.5% |
| YTD | +22.9% | -17.2% | +40.1% | +28.3% |
| 1Y | +32.9% | -24.7% | +57.6% | +42.5% |
| 3Y | +62.3% | -9.7% | +72.0% | +62.2% |
| 5Y | +34.2% | +6.0% | +28.2% | +24.9% |
| All | +41.0% | +233.1% | -192.1% | -12.2% |
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