+40,501.7%
LOW vs CPB
+355.6%
+40,146.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +8.7% | +2.9% | +5.8% | +7.7% |
| 30D | +25.5% | +17.6% | +7.9% | +19.2% |
| 3M | +6.6% | +2.0% | +4.6% | +5.6% |
| 6M | +2.4% | +11.6% | -9.2% | -1.5% |
| YTD | -1.7% | -13.8% | +12.0% | +1.9% |
| 1Y | +1.7% | -21.6% | +23.2% | +8.5% |
| 3Y | +26.6% | -35.8% | +62.4% | +41.4% |
| 5Y | +10.1% | -33.3% | +43.4% | +20.0% |
| 10Y | +303.3% | -39.4% | +342.7% | +331.5% |
| All | +40,501.7% | +355.6% | +40,146.1% | +19,373.0% |
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