+174.8%
EXE vs CPB
-42.8%
+217.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -2.7% | -8.0% | +5.3% | -2.4% |
| 30D | -0.4% | -2.4% | +2.0% | -0.3% |
| 3M | +9.5% | +0.5% | +8.9% | +9.3% |
| 6M | -9.3% | -10.5% | +1.1% | -9.0% |
| YTD | -10.9% | -17.5% | +6.6% | -10.2% |
| 1Y | +4.3% | -31.0% | +35.3% | +6.3% |
| 3Y | +18.8% | -40.6% | +59.4% | +20.9% |
| 5Y | +101.4% | -37.7% | +139.1% | +99.3% |
| All | +174.8% | -42.8% | +217.6% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling