+100.6%
CB vs EXC
+43.6%
+57.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.5% | -1.7% | +0.2% | -0.9% |
| 30D | +6.5% | +9.3% | -2.8% | +3.2% |
| 3M | +4.1% | +1.0% | +3.0% | +3.6% |
| 6M | +14.4% | +5.9% | +8.5% | +12.1% |
| YTD | +17.5% | +7.6% | +9.9% | +14.1% |
| 1Y | +27.5% | +2.4% | +25.1% | +26.0% |
| 3Y | +71.6% | +30.2% | +41.4% | +56.2% |
| 5Y | +100.6% | +41.4% | +59.3% | +62.4% |
| All | +100.6% | +43.6% | +57.0% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling