-37.7%
CPB vs LH
+28.2%
-65.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.8% |
| 7D | -8.0% | -3.2% | -4.8% | -7.2% |
| 30D | -2.4% | +0.1% | -2.6% | -2.4% |
| 3M | +0.5% | +18.6% | -18.1% | -3.8% |
| 6M | -10.5% | +17.9% | -28.4% | -14.3% |
| YTD | -17.5% | +28.9% | -46.5% | -22.6% |
| 1Y | -31.0% | +16.6% | -47.7% | -33.9% |
| 3Y | -40.6% | +63.6% | -104.2% | -46.7% |
| 5Y | -37.7% | +30.0% | -67.7% | -42.6% |
| All | -37.7% | +28.2% | -65.9% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling