-7.8%
LOW vs CP
+20.4%
-28.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | +0.4% | +2.4% | -2.1% | -0.8% |
| 30D | -10.1% | -0.5% | -9.6% | -9.9% |
| 3M | -2.9% | +1.4% | -4.3% | -3.7% |
| 6M | -19.4% | +10.3% | -29.7% | -23.3% |
| YTD | -15.4% | +24.3% | -39.7% | -24.1% |
| 1Y | -24.9% | +20.4% | -45.4% | -31.7% |
| 3Y | -7.8% | +21.8% | -29.6% | -20.0% |
| All | -7.8% | +20.4% | -28.2% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling