+7.1%
LOW vs CL
+43.4%
-36.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.7% |
| 7D | +1.4% | +3.2% | -1.8% | -0.1% |
| 30D | +21.7% | +8.0% | +13.7% | +17.6% |
| 3M | +5.0% | +7.9% | -2.8% | +1.4% |
| 6M | +4.6% | +14.7% | -10.1% | -1.8% |
| YTD | -3.5% | +29.2% | -32.7% | -13.9% |
| 1Y | +0.5% | +29.5% | -29.0% | -10.5% |
| 3Y | +24.8% | +40.7% | -15.9% | +4.7% |
| All | +7.1% | +43.4% | -36.4% | -8.8% |
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