-19.0%
CAG vs EXEL
+48.5%
-67.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.7% |
| 7D | -5.7% | -4.9% | -0.8% | -5.7% |
| 30D | -2.4% | +11.4% | -13.8% | -2.4% |
| 3M | +9.8% | +4.9% | +4.9% | +9.9% |
| 6M | -10.8% | +34.4% | -45.3% | -9.6% |
| YTD | -10.8% | +28.0% | -38.9% | -9.7% |
| 1Y | -19.0% | +43.6% | -62.6% | -18.2% |
| All | -19.0% | +48.5% | -67.5% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling