+39,219.9%
LOW vs CP
+7,734.8%
+31,485.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.5% |
| 7D | +7.4% | +2.8% | +4.6% | +6.3% |
| 30D | +24.5% | +10.2% | +14.3% | +19.8% |
| 3M | +3.5% | +2.4% | +1.1% | +2.5% |
| 6M | -2.6% | +7.7% | -10.2% | -5.5% |
| YTD | -4.8% | +26.0% | -30.8% | -13.5% |
| 1Y | -0.8% | +34.6% | -35.4% | -12.3% |
| 3Y | +22.8% | +26.7% | -3.9% | +10.2% |
| 5Y | +5.3% | +24.9% | -19.6% | -6.1% |
| 10Y | +309.5% | +258.6% | +50.9% | +142.2% |
| All | +39,219.9% | +7,734.8% | +31,485.0% | +6,619.9% |
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 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