+6,646.7%
CB vs EXC
+1,468.9%
+5,177.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -3.1% | -3.7% | +0.6% | -1.7% |
| 3M | +9.0% | -1.3% | +10.2% | +9.5% |
| 6M | +2.9% | -9.7% | +12.6% | +6.8% |
| YTD | +10.1% | +2.9% | +7.2% | +8.5% |
| 1Y | +22.8% | +4.4% | +18.4% | +20.1% |
| 3Y | +73.8% | +22.2% | +51.6% | +58.5% |
| 5Y | +99.2% | +46.7% | +52.5% | +67.2% |
| 10Y | +218.2% | +155.3% | +62.9% | +115.5% |
| All | +6,646.7% | +1,468.9% | +5,177.8% | +3,343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling