+7.8%
LOW vs CG
+5.5%
+2.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.1% |
| 7D | -0.6% | -6.4% | +5.8% | +1.4% |
| 30D | -9.3% | -7.1% | -2.2% | -7.3% |
| 3M | -8.1% | -1.6% | -6.5% | -8.0% |
| 6M | -19.8% | -8.3% | -11.4% | -18.1% |
| YTD | -16.4% | -23.8% | +7.4% | -10.2% |
| 1Y | -24.7% | -28.7% | +4.1% | -17.7% |
| 3Y | -8.8% | +49.2% | -58.0% | -26.4% |
| 5Y | +7.8% | +5.5% | +2.3% | -7.6% |
| All | +7.8% | +5.5% | +2.3% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling