-18.0%
CPB vs EXEL
+92.4%
-110.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.3% | +5.9% |
| 7D | +13.0% | +9.8% | +3.2% | +11.9% |
| 30D | +20.5% | +23.6% | -3.1% | +18.3% |
| 3M | +2.2% | +29.9% | -27.7% | -0.1% |
| 6M | +15.4% | +64.7% | -49.3% | +12.5% |
| YTD | -12.3% | +66.0% | -78.3% | -14.5% |
| 1Y | -18.0% | +92.0% | -109.9% | -22.5% |
| All | -18.0% | +92.4% | -110.4% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling