+10.1%
LOW vs CSGP
-63.3%
+73.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.7% |
| 7D | +8.7% | -3.2% | +11.8% | +9.6% |
| 30D | +25.5% | +2.2% | +23.2% | +24.2% |
| 3M | +6.6% | -3.7% | +10.3% | +6.8% |
| 6M | +2.4% | -7.4% | +9.9% | +3.1% |
| YTD | -1.7% | -54.9% | +53.2% | +19.1% |
| 1Y | +1.7% | -54.9% | +56.6% | +23.0% |
| 3Y | +26.6% | -61.9% | +88.5% | +57.9% |
| 5Y | +10.1% | -63.1% | +73.3% | +37.3% |
| All | +10.1% | -63.3% | +73.5% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 5y: compounded portfolio wealth divided by compounded CSGP 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…
5y analysis · Full analysis span regression · 6 months rolling