+251.7%
CB vs EXPE
+123.5%
+128.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | +7.3% | -6.1% | +13.4% | +8.1% |
| 3M | +9.4% | -21.3% | +30.7% | +13.3% |
| 6M | +19.6% | +19.0% | +0.6% | +14.9% |
| YTD | +21.5% | -8.4% | +29.9% | +20.8% |
| 1Y | +28.0% | -2.8% | +30.8% | +25.6% |
| 3Y | +74.9% | +120.8% | -45.9% | +39.9% |
| 5Y | +108.1% | +46.2% | +62.0% | +75.2% |
| All | +251.7% | +123.5% | +128.1% | +129.6% |
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