+124.5%
CB vs EXE
+191.4%
-66.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.8% |
| 7D | +0.5% | -0.3% | +0.7% | +0.5% |
| 30D | -3.1% | +8.5% | -11.6% | -4.2% |
| 3M | +9.0% | +5.5% | +3.5% | +8.0% |
| 6M | +2.9% | -5.9% | +8.7% | +3.4% |
| YTD | +10.1% | -9.7% | +19.8% | +11.2% |
| 1Y | +22.8% | +3.6% | +19.2% | +21.0% |
| 3Y | +73.8% | +18.0% | +55.8% | +66.6% |
| 5Y | +99.2% | +109.4% | -10.3% | +70.0% |
| All | +124.5% | +191.4% | -66.9% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling