+399.2%
CPB vs LH
+1,588.1%
-1,188.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -5.8% | +2.5% | -8.3% | -6.0% |
| 30D | +16.5% | +18.7% | -2.2% | +14.6% |
| 3M | -1.1% | +15.3% | -16.4% | -2.4% |
| 6M | +11.5% | +45.4% | -33.9% | +7.7% |
| YTD | -15.7% | +49.5% | -65.3% | -18.8% |
| 1Y | -24.7% | +41.4% | -66.1% | -27.1% |
| 3Y | -37.3% | +87.6% | -124.9% | -40.9% |
| 5Y | -35.0% | +53.8% | -88.8% | -38.0% |
| 10Y | -41.0% | +266.2% | -307.2% | -48.3% |
| All | +399.2% | +1,588.1% | -1,188.8% | +269.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling