+160.5%
C vs EXE
+191.4%
-30.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | 0.0% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | +0.1% | +8.5% | -8.4% | -2.0% |
| 3M | +2.4% | +5.5% | -3.0% | +0.7% |
| 6M | +24.9% | -5.9% | +30.8% | +26.0% |
| YTD | +19.8% | -9.7% | +29.5% | +21.7% |
| 1Y | +44.9% | +3.6% | +41.3% | +40.7% |
| 3Y | +263.0% | +18.0% | +244.9% | +234.4% |
| 5Y | +129.5% | +109.4% | +20.1% | +73.8% |
| All | +160.5% | +191.4% | -30.9% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling