+736.3%
LOW vs CG
+351.2%
+385.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.8% |
| 7D | -1.7% | -4.3% | +2.6% | -0.2% |
| 30D | -7.0% | -5.1% | -2.0% | -5.5% |
| 3M | -0.9% | +8.7% | -9.5% | -4.2% |
| 6M | -20.1% | -9.2% | -10.8% | -18.0% |
| YTD | -13.9% | -18.9% | +5.0% | -8.8% |
| 1Y | -21.1% | -25.6% | +4.5% | -14.4% |
| 3Y | -6.6% | +57.3% | -63.9% | -26.3% |
| 5Y | +9.4% | +10.2% | -0.8% | -5.9% |
| 10Y | +220.5% | +364.2% | -143.7% | +71.1% |
| All | +736.3% | +351.2% | +385.2% | +317.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling