+80.3%
EXE vs CPB
-33.2%
+113.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.3% | +0.8% |
| 7D | +5.3% | -1.6% | +6.9% | +5.4% |
| 30D | -2.2% | +19.2% | -21.4% | -2.6% |
| 3M | -5.9% | -0.9% | -4.9% | -5.8% |
| 6M | -5.7% | +15.2% | -20.9% | -6.3% |
| YTD | -17.8% | -13.1% | -4.8% | -17.3% |
| 1Y | -23.1% | -22.4% | -0.7% | -22.2% |
| 3Y | +21.2% | -35.3% | +56.5% | +21.8% |
| All | +80.3% | -33.2% | +113.5% | +66.9% |
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