+140.6%
CB vs EXE
+151.8%
-11.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | +0.2% | -6.6% | +6.8% | +1.1% |
| 30D | +9.1% | -4.0% | +13.1% | +9.6% |
| 3M | +3.4% | -7.5% | +10.9% | +4.4% |
| 6M | +14.1% | -11.7% | +25.8% | +15.7% |
| YTD | +18.0% | -22.0% | +40.0% | +21.5% |
| 1Y | +30.1% | -21.8% | +51.9% | +33.7% |
| 3Y | +71.8% | +8.0% | +63.8% | +66.2% |
| 5Y | +101.8% | +62.3% | +39.5% | +79.4% |
| All | +140.6% | +151.8% | -11.1% | +96.8% |
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