+71.8%
CB vs EXEL
+231.1%
-159.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -1.8% |
| 7D | +0.2% | +0.3% | 0.0% | +0.2% |
| 30D | +9.1% | +19.0% | -10.0% | +8.4% |
| 3M | +3.4% | +33.3% | -29.9% | +2.5% |
| 6M | +14.1% | +42.9% | -28.8% | +12.8% |
| YTD | +18.0% | +58.7% | -40.7% | +16.2% |
| 1Y | +30.1% | +70.5% | -40.4% | +27.6% |
| 3Y | +71.8% | +233.8% | -162.1% | +61.3% |
| All | +71.8% | +231.1% | -159.4% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling