+5.6%
LOW vs CL
+39.7%
-34.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.2% |
| 7D | +7.4% | +1.3% | +6.1% | +6.9% |
| 30D | +24.5% | +11.4% | +13.1% | +18.7% |
| 3M | +3.5% | +4.4% | -1.0% | +1.5% |
| 6M | -2.6% | +10.8% | -13.4% | -7.0% |
| YTD | -4.8% | +25.1% | -30.0% | -13.9% |
| 1Y | -0.8% | +28.0% | -28.8% | -11.1% |
| 3Y | +22.8% | +37.6% | -14.8% | +4.1% |
| All | +5.6% | +39.7% | -34.0% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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