+35,474.8%
LOW vs CPB
+325.7%
+35,149.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +2.3% |
| 7D | -1.7% | -8.6% | +6.9% | +0.9% |
| 30D | -7.0% | -7.2% | +0.2% | -5.0% |
| 3M | -0.9% | +0.9% | -1.8% | -1.5% |
| 6M | -20.1% | -11.8% | -8.3% | -17.4% |
| YTD | -13.9% | -19.4% | +5.5% | -8.7% |
| 1Y | -21.1% | -30.4% | +9.2% | -12.7% |
| 3Y | -6.6% | -40.2% | +33.5% | +6.6% |
| 5Y | +9.4% | -39.5% | +48.9% | +22.8% |
| 10Y | +220.5% | -47.4% | +267.9% | +259.4% |
| All | +35,474.8% | +325.7% | +35,149.1% | +17,346.8% |
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 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