+216.8%
CB vs EXEL
+380.2%
-163.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.2% |
| 7D | -0.6% | +1.4% | -2.0% | -0.7% |
| 30D | -3.9% | +6.7% | -10.6% | -4.5% |
| 3M | +4.9% | +11.5% | -6.5% | +3.7% |
| 6M | +3.3% | +38.8% | -35.5% | -0.2% |
| YTD | +8.5% | +31.6% | -23.1% | +5.2% |
| 1Y | +22.1% | +53.0% | -30.9% | +16.3% |
| 3Y | +70.1% | +160.8% | -90.7% | +50.9% |
| 5Y | +97.4% | +190.1% | -92.7% | +71.3% |
| 10Y | +216.8% | +367.0% | -150.1% | +172.1% |
| All | +216.8% | +380.2% | -163.4% | +172.1% |
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