+40,501.6%
LOW vs CP
+7,872.5%
+32,629.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +8.7% | +2.8% | +5.9% | +7.5% |
| 30D | +25.5% | +11.0% | +14.4% | +20.4% |
| 3M | +6.6% | +3.8% | +2.8% | +5.0% |
| 6M | +2.4% | +9.5% | -7.0% | -1.3% |
| YTD | -1.7% | +28.2% | -29.9% | -11.3% |
| 1Y | +1.7% | +33.0% | -31.3% | -9.6% |
| 3Y | +26.6% | +35.5% | -9.0% | +10.6% |
| 5Y | +10.1% | +25.8% | -15.6% | -2.1% |
| 10Y | +303.3% | +250.7% | +52.6% | +140.3% |
| All | +40,501.6% | +7,872.5% | +32,629.1% | +6,791.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling