+121.2%
CB vs EXE
+192.2%
-71.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -0.6% | -1.8% | +1.2% | -0.4% |
| 30D | -3.9% | +6.4% | -10.3% | -4.7% |
| 3M | +4.9% | +9.2% | -4.3% | +3.5% |
| 6M | +3.3% | -7.0% | +10.2% | +4.0% |
| YTD | +8.5% | -9.5% | +18.0% | +9.6% |
| 1Y | +22.1% | +6.2% | +15.8% | +19.9% |
| 3Y | +70.1% | +20.7% | +49.4% | +62.4% |
| 5Y | +97.4% | +103.6% | -6.2% | +69.4% |
| All | +121.2% | +192.2% | -71.0% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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