-26.3%
LOW vs CG
-33.8%
+7.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -3.7% | -9.9% | +6.1% | -1.5% |
| 30D | -8.9% | -11.7% | +2.8% | -6.4% |
| 3M | -10.4% | -4.3% | -6.1% | -9.6% |
| 6M | -19.4% | -8.8% | -10.6% | -17.9% |
| YTD | -17.1% | -26.9% | +9.7% | -12.3% |
| 1Y | -26.3% | -35.4% | +9.2% | -22.1% |
| All | -26.3% | -33.8% | +7.6% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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