+24.7%
LOW vs CG
+44.9%
-20.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.6% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | +21.3% | +5.7% | +15.6% | +19.5% |
| 3M | +6.0% | -17.9% | +23.9% | +11.3% |
| 6M | +2.6% | -20.2% | +22.8% | +8.3% |
| YTD | -3.6% | -32.0% | +28.4% | +5.3% |
| 1Y | -1.0% | -27.0% | +26.1% | +6.1% |
| All | +24.7% | +44.9% | -20.2% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling