+0.6%
LOW vs CPB
-23.3%
+23.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +1.0% | -4.1% | +5.1% | +2.4% |
| 30D | +25.6% | +16.9% | +8.7% | +20.0% |
| 3M | +5.3% | -0.6% | +5.9% | +4.6% |
| 6M | +3.7% | +11.4% | -7.6% | +0.4% |
| YTD | -1.9% | -14.8% | +13.0% | +1.0% |
| 1Y | +0.6% | -24.8% | +25.3% | +6.8% |
| All | +0.6% | -23.3% | +23.9% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling