+47.6%
EXC vs CPB
-39.5%
+87.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.3% |
| 7D | +0.3% | -8.6% | +8.9% | +2.3% |
| 30D | -3.7% | -7.2% | +3.5% | -2.2% |
| 3M | -1.3% | +0.9% | -2.2% | -1.9% |
| 6M | -9.7% | -11.8% | +2.1% | -7.4% |
| YTD | +2.9% | -19.4% | +22.3% | +7.7% |
| 1Y | +4.4% | -30.4% | +34.8% | +13.5% |
| 3Y | +22.2% | -40.2% | +62.4% | +37.8% |
| All | +47.6% | -39.5% | +87.1% | +63.5% |
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