+6.3%
LOW vs CG
-21.9%
+28.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.4% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | +21.3% | +5.7% | +15.6% | +19.2% |
| 3M | +6.0% | -17.9% | +23.9% | +12.3% |
| 6M | +2.6% | -20.2% | +22.8% | +9.3% |
| YTD | -3.6% | -32.0% | +28.4% | +7.1% |
| 1Y | -1.0% | -27.0% | +26.1% | +7.4% |
| 3Y | +24.2% | +42.8% | -18.6% | +1.0% |
| 5Y | +6.3% | -23.4% | +29.8% | +2.1% |
| All | +6.3% | -21.9% | +28.2% | +2.1% |
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 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