+2,891.0%
CB vs EXEL
+340.0%
+2,551.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -1.9% |
| 7D | +0.2% | +0.3% | 0.0% | +0.2% |
| 30D | +9.1% | +19.0% | -10.0% | +7.1% |
| 3M | +3.4% | +33.3% | -29.9% | +0.3% |
| 6M | +14.1% | +42.9% | -28.8% | +9.7% |
| YTD | +18.0% | +58.7% | -40.7% | +11.9% |
| 1Y | +30.1% | +70.5% | -40.4% | +22.5% |
| 3Y | +71.8% | +233.8% | -162.1% | +48.5% |
| 5Y | +101.8% | +259.3% | -157.5% | +71.6% |
| 10Y | +252.1% | +484.1% | -232.0% | +169.6% |
| All | +2,891.0% | +340.0% | +2,551.0% | +1,524.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling