+105.9%
CB vs EXEL
+289.1%
-183.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | 0.0% | +1.6% | -1.6% | -0.1% |
| 30D | +7.4% | +17.4% | -10.0% | +6.0% |
| 3M | +8.6% | +38.6% | -30.0% | +5.7% |
| 6M | +16.1% | +41.2% | -25.1% | +12.8% |
| YTD | +20.2% | +59.3% | -39.1% | +15.2% |
| 1Y | +27.2% | +60.2% | -33.0% | +21.8% |
| 3Y | +72.7% | +232.6% | -159.9% | +47.6% |
| 5Y | +105.9% | +285.9% | -179.9% | +70.4% |
| All | +105.9% | +289.1% | -183.1% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling