-40.3%
CPB vs EXEL
+320.7%
-361.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.2% |
| 7D | -1.6% | -0.8% | -0.7% | -1.5% |
| 30D | +19.2% | +13.1% | +6.1% | +18.6% |
| 3M | -0.9% | +36.3% | -37.3% | -2.2% |
| 6M | +15.2% | +34.5% | -19.3% | +13.8% |
| YTD | -13.1% | +57.4% | -70.5% | -14.8% |
| 1Y | -22.4% | +62.9% | -85.4% | -24.0% |
| 3Y | -35.3% | +229.5% | -264.8% | -38.7% |
| 5Y | -33.0% | +281.2% | -314.2% | -37.1% |
| All | -40.3% | +320.7% | -361.0% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling