+377.5%
CPB vs LH
+1,382.1%
-1,004.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.3% |
| 7D | -8.6% | -2.5% | -6.1% | -8.4% |
| 30D | -7.2% | +4.3% | -11.6% | -7.6% |
| 3M | +0.9% | +25.5% | -24.6% | -1.2% |
| 6M | -11.8% | +17.0% | -28.8% | -13.1% |
| YTD | -19.4% | +31.3% | -50.7% | -21.4% |
| 1Y | -30.4% | +20.0% | -50.4% | -31.6% |
| 3Y | -40.2% | +63.9% | -104.0% | -42.9% |
| 5Y | -39.5% | +30.9% | -70.4% | -41.4% |
| 10Y | -47.4% | +191.4% | -238.8% | -52.9% |
| All | +377.5% | +1,382.1% | -1,004.5% | +258.1% |
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