-46.9%
CPB vs LH
+179.1%
-226.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | +0.1% | -3.5% |
| 7D | -5.4% | -7.4% | +2.0% | -4.0% |
| 30D | -7.8% | -4.6% | -3.2% | -7.0% |
| 3M | -6.9% | +14.5% | -21.4% | -9.3% |
| 6M | -12.2% | +14.8% | -27.0% | -14.5% |
| YTD | -21.1% | +23.3% | -44.3% | -24.1% |
| 1Y | -33.5% | +13.6% | -47.1% | -35.2% |
| 3Y | -43.2% | +56.3% | -99.5% | -47.6% |
| 5Y | -40.9% | +25.2% | -66.1% | -44.1% |
| All | -46.9% | +179.1% | -226.0% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling