-7.8%
LOW vs CPB
-40.5%
+32.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.2% |
| 7D | +0.4% | -8.2% | +8.6% | +2.4% |
| 30D | -10.1% | -5.6% | -4.5% | -9.0% |
| 3M | -2.9% | +3.0% | -5.8% | -3.7% |
| 6M | -19.4% | -12.7% | -6.7% | -17.2% |
| YTD | -15.4% | -18.0% | +2.5% | -12.0% |
| 1Y | -24.9% | -31.7% | +6.8% | -18.7% |
| 3Y | -7.8% | -41.0% | +33.1% | +0.7% |
| All | -7.8% | -40.5% | +32.7% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling