+26.0%
C vs EXE
-18.4%
+44.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +1.3% |
| 7D | +1.1% | -4.7% | +5.7% | +0.4% |
| 30D | -2.4% | +1.0% | -3.4% | -2.3% |
| 3M | -8.4% | -5.6% | -2.7% | -8.8% |
| 6M | +0.3% | -12.3% | +12.7% | -0.7% |
| YTD | +9.1% | -19.5% | +28.6% | +9.7% |
| 1Y | +26.0% | -18.9% | +44.9% | +24.8% |
| All | +26.0% | -18.4% | +44.5% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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