+7,100.1%
CB vs EXC
+1,541.1%
+5,559.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.5% | -1.7% | +0.2% | -0.8% |
| 30D | +6.5% | +9.3% | -2.8% | +3.0% |
| 3M | +4.1% | +1.0% | +3.0% | +3.6% |
| 6M | +14.4% | +5.9% | +8.5% | +11.8% |
| YTD | +17.5% | +7.6% | +9.9% | +13.7% |
| 1Y | +27.5% | +2.4% | +25.1% | +25.7% |
| 3Y | +71.6% | +30.2% | +41.4% | +52.8% |
| 5Y | +100.6% | +41.4% | +59.3% | +70.9% |
| 10Y | +243.0% | +183.8% | +59.2% | +123.8% |
| All | +7,100.1% | +1,541.1% | +5,559.0% | +3,510.7% |
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