+218.9%
CB vs EXPE
+176.0%
+42.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | +0.5% | -9.5% | +10.0% | +2.2% |
| 30D | -3.1% | -6.6% | +3.5% | -2.1% |
| 3M | +9.0% | +31.4% | -22.4% | +3.5% |
| 6M | +2.9% | +35.2% | -32.3% | -3.4% |
| YTD | +10.1% | +5.8% | +4.3% | +7.4% |
| 1Y | +22.8% | +38.7% | -15.9% | +13.0% |
| 3Y | +73.8% | +175.8% | -102.0% | +33.4% |
| 5Y | +99.2% | +111.8% | -12.7% | +54.1% |
| All | +218.9% | +176.0% | +42.9% | +100.6% |
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