+233.8%
LOW vs CPB
-44.2%
+278.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.2% |
| 7D | -0.6% | -8.0% | +7.4% | +1.1% |
| 30D | -9.3% | -2.4% | -6.9% | -8.9% |
| 3M | -8.1% | +0.5% | -8.6% | -8.4% |
| 6M | -19.8% | -10.5% | -9.3% | -18.1% |
| YTD | -16.4% | -17.5% | +1.2% | -13.3% |
| 1Y | -24.7% | -31.0% | +6.4% | -18.9% |
| 3Y | -8.8% | -40.6% | +31.8% | +0.2% |
| 5Y | +7.8% | -37.7% | +45.5% | +16.7% |
| 10Y | +233.8% | -43.4% | +277.3% | +266.3% |
| All | +233.8% | -44.2% | +278.1% | +266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling