+34,839.7%
LOW vs CAG
+594.9%
+34,244.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | +0.4% | -5.3% | +5.7% | +2.0% |
| 30D | -10.1% | +1.0% | -11.1% | -10.4% |
| 3M | -2.9% | +17.4% | -20.2% | -7.6% |
| 6M | -19.4% | -16.8% | -2.6% | -15.3% |
| YTD | -15.4% | -6.8% | -8.7% | -14.3% |
| 1Y | -24.9% | -15.4% | -9.6% | -21.9% |
| 3Y | -7.8% | -37.1% | +29.3% | +3.4% |
| 5Y | +8.4% | -41.3% | +49.6% | +22.9% |
| 10Y | +226.8% | -35.5% | +262.3% | +241.5% |
| All | +34,839.7% | +594.9% | +34,244.9% | +14,594.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 all: compounded portfolio wealth divided by compounded CAG 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…
all analysis · Full analysis span regression · 6 months rolling