+246.7%
CB vs EXC
+197.6%
+49.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | -1.0% | -1.4% | +0.3% | -0.4% |
| 30D | +7.3% | +8.3% | -1.0% | +3.2% |
| 3M | +7.0% | +2.6% | +4.4% | +5.6% |
| 6M | +16.3% | +5.2% | +11.2% | +13.3% |
| YTD | +19.7% | +7.5% | +12.2% | +14.7% |
| 1Y | +27.8% | +3.2% | +24.6% | +24.9% |
| 3Y | +72.0% | +29.5% | +42.5% | +47.7% |
| 5Y | +104.9% | +39.7% | +65.2% | +64.1% |
| 10Y | +246.7% | +200.1% | +46.7% | +122.6% |
| All | +246.7% | +197.6% | +49.1% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling