-41.0%
CPB vs EXEL
+160.6%
-201.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.0% | +1.9% |
| 7D | -8.2% | +1.4% | -9.6% | -8.3% |
| 30D | -5.6% | +6.7% | -12.3% | -6.0% |
| 3M | +3.0% | +11.5% | -8.5% | +2.4% |
| 6M | -12.7% | +38.8% | -51.5% | -14.1% |
| YTD | -18.0% | +31.6% | -49.6% | -19.1% |
| 1Y | -31.7% | +53.0% | -84.7% | -33.3% |
| 3Y | -41.0% | +160.8% | -201.8% | -46.8% |
| All | -41.0% | +160.6% | -201.5% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling