+1,024.5%
CB vs EXPE
+851.4%
+173.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | +0.5% | -9.5% | +10.0% | +2.5% |
| 30D | -3.1% | -6.6% | +3.5% | -1.9% |
| 3M | +9.0% | +31.4% | -22.4% | +2.7% |
| 6M | +2.9% | +35.2% | -32.3% | -4.3% |
| YTD | +10.1% | +5.8% | +4.3% | +6.8% |
| 1Y | +22.8% | +38.7% | -15.9% | +11.8% |
| 3Y | +73.8% | +175.8% | -102.0% | +31.0% |
| 5Y | +99.2% | +111.8% | -12.7% | +51.7% |
| 10Y | +218.2% | +179.7% | +38.5% | +109.6% |
| All | +1,024.5% | +851.4% | +173.0% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling