+216.1%
C vs EXE
+20.0%
+196.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +4.7% | +3.6% | +1.2% | +4.1% |
| 30D | +0.2% | -4.3% | +4.5% | +0.8% |
| 3M | -9.3% | -7.7% | -1.7% | -8.2% |
| 6M | -0.8% | -7.2% | +6.4% | +0.1% |
| YTD | +8.5% | -18.5% | +27.0% | +12.4% |
| 1Y | +23.1% | -24.4% | +47.4% | +30.4% |
| All | +216.1% | +20.0% | +196.1% | +179.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling