+246.7%
CB vs EXPE
+121.2%
+125.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -0.1% |
| 7D | -1.0% | -17.8% | +16.7% | +2.1% |
| 30D | +7.3% | -3.2% | +10.6% | +7.5% |
| 3M | +7.0% | -19.0% | +26.0% | +10.3% |
| 6M | +16.3% | +17.7% | -1.4% | +12.0% |
| YTD | +19.7% | -7.8% | +27.5% | +18.9% |
| 1Y | +27.8% | -1.4% | +29.2% | +25.1% |
| 3Y | +72.0% | +121.9% | -49.9% | +37.5% |
| 5Y | +104.9% | +44.3% | +60.6% | +73.2% |
| 10Y | +246.7% | +125.4% | +121.3% | +125.5% |
| All | +246.7% | +121.2% | +125.5% | +125.5% |
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