+248.2%
CB vs EXPE
+115.0%
+133.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -0.9% |
| 7D | +0.2% | -9.3% | +9.6% | +1.6% |
| 30D | +9.1% | +0.1% | +8.9% | +8.6% |
| 3M | +3.4% | -15.3% | +18.7% | +5.8% |
| 6M | +14.1% | +5.5% | +8.6% | +11.8% |
| YTD | +18.0% | -8.0% | +26.0% | +17.3% |
| 1Y | +30.1% | +18.9% | +11.3% | +22.7% |
| 3Y | +71.8% | +135.5% | -63.8% | +35.4% |
| 5Y | +101.8% | +44.3% | +57.6% | +70.6% |
| All | +248.2% | +115.0% | +133.2% | +125.9% |
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