+20.5%
C vs EXC
+2.5%
+18.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.1% |
| 7D | -2.4% | -1.2% | -1.2% | -2.6% |
| 30D | -6.0% | +10.0% | -15.9% | -3.9% |
| 3M | -10.5% | +1.6% | -12.2% | -10.5% |
| 6M | -5.7% | +3.3% | -9.0% | -5.2% |
| YTD | +4.1% | +7.6% | -3.4% | +5.9% |
| 1Y | +20.5% | +3.5% | +17.0% | +22.5% |
| All | +20.5% | +2.5% | +18.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling