+208.1%
C vs EXC
+26.3%
+181.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.5% |
| 7D | -2.4% | -1.2% | -1.2% | -2.4% |
| 30D | -6.0% | +10.0% | -15.9% | -5.8% |
| 3M | -10.5% | +1.6% | -12.2% | -10.6% |
| 6M | -5.7% | +3.3% | -9.0% | -5.8% |
| YTD | +4.1% | +7.6% | -3.4% | +3.6% |
| 1Y | +20.5% | +3.5% | +17.0% | +20.3% |
| 3Y | +208.1% | +27.7% | +180.5% | +191.5% |
| All | +208.1% | +26.3% | +181.8% | +191.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling