+73.2%
CPB vs EXEL
+340.0%
-266.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.3% |
| 7D | +8.0% | +0.3% | +7.7% | +8.0% |
| 30D | +22.4% | +19.0% | +3.3% | +21.5% |
| 3M | +3.8% | +33.3% | -29.4% | +2.5% |
| 6M | +13.7% | +42.9% | -29.2% | +11.9% |
| YTD | -11.7% | +58.7% | -70.4% | -13.6% |
| 1Y | -18.1% | +70.5% | -88.6% | -20.1% |
| 3Y | -34.7% | +233.8% | -268.6% | -38.5% |
| 5Y | -30.6% | +259.3% | -289.9% | -35.0% |
| 10Y | -37.1% | +484.1% | -521.3% | -43.8% |
| All | +73.2% | +340.0% | -266.8% | +32.1% |
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