+5.2%
LOW vs CNC
+10.7%
-5.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | 0.0% |
| 7D | -3.7% | -0.9% | -2.8% | -3.7% |
| 30D | -8.9% | -1.0% | -7.9% | -8.8% |
| 3M | -10.4% | +4.5% | -14.9% | -10.9% |
| 6M | -19.4% | +85.2% | -104.6% | -24.2% |
| YTD | -17.1% | +61.4% | -78.5% | -21.3% |
| 1Y | -26.3% | +94.9% | -121.2% | -31.7% |
| 3Y | -9.9% | 0.0% | -9.9% | -11.7% |
| All | +5.2% | +10.7% | -5.5% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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