+39,729.4%
LOW vs CPB
+345.1%
+39,384.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | +0.1% | -5.8% | +5.9% | +2.0% |
| 30D | +21.3% | +16.5% | +4.8% | +15.6% |
| 3M | +6.0% | -1.1% | +7.1% | +6.0% |
| 6M | +2.6% | +11.5% | -8.9% | -1.3% |
| YTD | -3.6% | -15.7% | +12.1% | +0.7% |
| 1Y | -1.0% | -24.7% | +23.7% | +7.0% |
| 3Y | +24.2% | -37.3% | +61.5% | +39.8% |
| 5Y | +6.3% | -35.0% | +41.4% | +16.8% |
| 10Y | +294.1% | -41.0% | +335.1% | +325.3% |
| All | +39,729.4% | +345.1% | +39,384.4% | +19,144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling