+30.1%
CB vs EXEL
+73.7%
-43.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -1.8% |
| 7D | +0.2% | +0.3% | 0.0% | +0.3% |
| 30D | +9.1% | +19.0% | -10.0% | +9.3% |
| 3M | +3.4% | +33.3% | -29.9% | +4.0% |
| 6M | +14.1% | +42.9% | -28.8% | +15.5% |
| YTD | +18.0% | +58.7% | -40.7% | +20.5% |
| 1Y | +30.1% | +70.5% | -40.4% | +30.6% |
| All | +30.1% | +73.7% | -43.6% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling