+29.2%
CB vs EXC
+2.3%
+26.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.6% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +8.2% | +9.0% | -0.8% | +5.2% |
| 3M | +6.3% | +3.3% | +3.0% | +5.0% |
| 6M | +16.2% | +5.7% | +10.5% | +15.1% |
| YTD | +19.3% | +7.3% | +12.0% | +19.1% |
| 1Y | +29.2% | +2.9% | +26.3% | +29.5% |
| All | +29.2% | +2.3% | +26.9% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling