-7.8%
LOW vs CG
+56.8%
-64.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.2% |
| 7D | +0.4% | -1.3% | +1.6% | +0.7% |
| 30D | -10.1% | -3.2% | -6.9% | -9.4% |
| 3M | -2.9% | +6.2% | -9.1% | -4.7% |
| 6M | -19.4% | -4.7% | -14.7% | -18.8% |
| YTD | -15.4% | -20.6% | +5.2% | -11.1% |
| 1Y | -24.9% | -26.4% | +1.4% | -19.8% |
| 3Y | -7.8% | +55.4% | -63.2% | -28.0% |
| All | -7.8% | +56.8% | -64.6% | -28.0% |
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