+243.0%
CB vs EXPE
+119.8%
+123.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.5% | -13.3% | +11.8% | +0.7% |
| 30D | +6.5% | -5.5% | +12.0% | +7.1% |
| 3M | +4.1% | -16.5% | +20.5% | +6.7% |
| 6M | +14.4% | +13.1% | +1.3% | +10.9% |
| YTD | +17.5% | -8.0% | +25.5% | +16.8% |
| 1Y | +27.5% | +1.1% | +26.5% | +24.3% |
| 3Y | +71.6% | +131.2% | -59.6% | +35.9% |
| 5Y | +100.6% | +39.8% | +60.9% | +71.0% |
| 10Y | +243.0% | +118.5% | +124.5% | +122.8% |
| All | +243.0% | +119.8% | +123.2% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling