+30.8%
CVS vs LOW
-25.0%
+55.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.2% | -3.7% | +1.6% | -1.9% |
| 30D | -0.1% | -8.9% | +8.8% | +0.6% |
| 3M | -5.2% | -10.4% | +5.2% | -4.5% |
| 6M | +26.9% | -19.4% | +46.3% | +28.8% |
| YTD | +22.1% | -17.1% | +39.2% | +22.7% |
| 1Y | +30.8% | -26.3% | +57.1% | +37.0% |
| All | +30.8% | -25.0% | +55.8% | +37.0% |
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