+35,474.8%
LOW vs CMS
+457.8%
+35,017.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | -7.0% | -3.6% | -3.4% | -6.1% |
| 3M | -0.9% | -1.9% | +1.0% | -0.3% |
| 6M | -20.1% | -11.0% | -9.1% | -17.4% |
| YTD | -13.9% | +0.2% | -14.1% | -14.0% |
| 1Y | -21.1% | -1.3% | -19.8% | -21.0% |
| 3Y | -6.6% | +35.9% | -42.6% | -14.8% |
| 5Y | +9.4% | +23.1% | -13.7% | +2.0% |
| 10Y | +220.5% | +117.9% | +102.6% | +156.6% |
| All | +35,474.8% | +457.8% | +35,017.0% | +19,776.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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