+293.0%
LOW vs CP
+257.3%
+35.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +1.4% | +2.1% | -0.7% | +0.2% |
| 30D | +21.7% | +9.3% | +12.4% | +15.9% |
| 3M | +5.0% | +0.5% | +4.6% | +4.8% |
| 6M | +4.6% | +10.4% | -5.8% | -1.3% |
| YTD | -3.5% | +28.7% | -32.2% | -16.7% |
| 1Y | +0.5% | +33.2% | -32.6% | -14.9% |
| 3Y | +24.8% | +38.4% | -13.6% | +1.0% |
| 5Y | +6.5% | +26.2% | -19.7% | -11.3% |
| All | +293.0% | +257.3% | +35.6% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling