+40.4%
EXC vs CPB
-33.2%
+73.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.6% |
| 7D | +1.4% | -1.6% | +2.9% | +1.7% |
| 30D | +8.6% | +19.2% | -10.6% | +4.1% |
| 3M | +2.4% | -0.9% | +3.3% | +2.2% |
| 6M | +6.5% | +15.2% | -8.8% | +2.3% |
| YTD | +9.0% | -13.1% | +22.1% | +11.9% |
| 1Y | +4.6% | -22.4% | +27.0% | +10.6% |
| 3Y | +33.5% | -35.3% | +68.8% | +47.3% |
| All | +40.4% | -33.2% | +73.7% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 5y: compounded portfolio wealth divided by compounded CPB 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…
5y analysis · Full analysis span regression · 6 months rolling