+174.1%
CAG vs EXEL
+273.2%
-99.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -3.8% | +8.4% | -12.2% | -4.2% |
| 30D | +3.1% | +4.1% | -0.9% | +2.9% |
| 3M | +23.5% | +12.4% | +11.1% | +22.7% |
| 6M | -14.8% | +41.5% | -56.4% | -16.5% |
| YTD | -5.4% | +34.6% | -40.1% | -7.1% |
| 1Y | -11.8% | +57.9% | -69.7% | -14.1% |
| 3Y | -36.7% | +159.5% | -196.2% | -40.3% |
| 5Y | -40.3% | +198.5% | -238.7% | -44.4% |
| 10Y | -37.0% | +411.4% | -448.4% | -44.7% |
| All | +174.1% | +273.2% | -99.1% | +105.7% |
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