+1,155.8%
LOW vs CNC
+5,287.0%
-4,131.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -0.6% | -4.9% | +4.3% | +0.3% |
| 30D | -9.3% | -3.8% | -5.5% | -8.7% |
| 3M | -8.1% | -3.2% | -4.8% | -7.9% |
| 6M | -19.8% | +47.9% | -67.6% | -26.7% |
| YTD | -16.4% | +55.7% | -72.0% | -24.6% |
| 1Y | -24.7% | +106.2% | -130.9% | -36.3% |
| 3Y | -8.8% | -2.1% | -6.8% | -14.5% |
| 5Y | +7.8% | +3.4% | +4.4% | -1.6% |
| 10Y | +233.8% | +91.7% | +142.2% | +161.8% |
| All | +1,155.8% | +5,287.0% | -4,131.2% | +441.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling