+107.8%
CB vs EXE
+76.7%
+31.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +1.0% |
| 7D | +2.9% | +5.3% | -2.4% | +2.2% |
| 30D | +7.3% | -2.2% | +9.5% | +7.6% |
| 3M | +9.4% | -5.9% | +15.3% | +10.2% |
| 6M | +19.6% | -5.7% | +25.3% | +20.3% |
| YTD | +21.5% | -17.8% | +39.3% | +24.2% |
| 1Y | +28.0% | -23.1% | +51.1% | +32.1% |
| 3Y | +74.9% | +21.2% | +53.7% | +65.9% |
| All | +107.8% | +76.7% | +31.1% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling