+837.5%
LOW vs CG
+282.0%
+555.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | +21.7% | +11.2% | +10.5% | +17.3% |
| 3M | +5.0% | -22.1% | +27.1% | +14.2% |
| 6M | +4.6% | -17.9% | +22.5% | +11.1% |
| YTD | -3.5% | -31.3% | +27.8% | +8.0% |
| 1Y | +0.5% | -24.0% | +24.5% | +8.5% |
| 3Y | +24.8% | +45.0% | -20.2% | +1.1% |
| 5Y | +6.5% | -22.6% | +29.1% | +4.1% |
| 10Y | +294.6% | +282.1% | +12.4% | +124.4% |
| All | +837.5% | +282.0% | +555.5% | +394.4% |
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