-40.0%
C vs EXEL
+273.2%
-313.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +3.6% | +8.4% | -4.7% | +1.9% |
| 30D | +0.1% | +4.1% | -4.0% | -0.9% |
| 3M | +2.4% | +12.4% | -10.0% | -0.2% |
| 6M | +24.9% | +41.5% | -16.6% | +15.6% |
| YTD | +19.8% | +34.6% | -14.8% | +11.7% |
| 1Y | +44.9% | +57.9% | -13.0% | +30.1% |
| 3Y | +263.0% | +159.5% | +103.5% | +186.9% |
| 5Y | +129.5% | +198.5% | -69.0% | +72.8% |
| 10Y | +291.6% | +411.4% | -119.7% | +136.7% |
| All | -40.0% | +273.2% | -313.2% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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