+243.0%
CB vs EXEL
+445.6%
-202.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.7% |
| 7D | -1.5% | +2.3% | -3.8% | -1.8% |
| 30D | +6.5% | +19.8% | -13.3% | +4.5% |
| 3M | +4.1% | +32.7% | -28.6% | +1.0% |
| 6M | +14.4% | +49.0% | -34.6% | +9.6% |
| YTD | +17.5% | +63.7% | -46.2% | +11.1% |
| 1Y | +27.5% | +75.8% | -48.2% | +19.5% |
| 3Y | +71.6% | +241.3% | -169.7% | +46.4% |
| 5Y | +100.6% | +289.0% | -188.4% | +66.7% |
| 10Y | +243.0% | +377.6% | -134.6% | +183.2% |
| All | +243.0% | +445.6% | -202.6% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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