+2,690.6%
CB vs EXEL
+273.2%
+2,417.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +0.5% | +8.4% | -7.9% | -0.3% |
| 30D | -3.1% | +4.1% | -7.2% | -3.6% |
| 3M | +9.0% | +12.4% | -3.5% | +7.5% |
| 6M | +2.9% | +41.5% | -38.7% | -1.1% |
| YTD | +10.1% | +34.6% | -24.5% | +6.3% |
| 1Y | +22.8% | +57.9% | -35.1% | +16.3% |
| 3Y | +73.8% | +159.5% | -85.7% | +54.1% |
| 5Y | +99.2% | +198.5% | -99.3% | +72.4% |
| 10Y | +218.2% | +411.4% | -193.1% | +145.8% |
| All | +2,690.6% | +273.2% | +2,417.4% | +1,442.0% |
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