+58.0%
CPB vs EXEL
+273.2%
-215.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | -8.6% | +8.4% | -17.0% | -8.9% |
| 30D | -7.2% | +4.1% | -11.3% | -7.4% |
| 3M | +0.9% | +12.4% | -11.5% | +0.4% |
| 6M | -11.8% | +41.5% | -53.4% | -13.2% |
| YTD | -19.4% | +34.6% | -54.0% | -20.5% |
| 1Y | -30.4% | +57.9% | -88.2% | -31.9% |
| 3Y | -40.2% | +159.5% | -199.7% | -43.0% |
| 5Y | -39.5% | +198.5% | -238.0% | -43.0% |
| 10Y | -47.4% | +411.4% | -458.7% | -52.8% |
| All | +58.0% | +273.2% | -215.1% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling