+163.8%
CAG vs EXEL
+336.4%
-172.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | -3.3% | -0.8% | -2.5% | -3.3% |
| 30D | +7.7% | +13.1% | -5.5% | +7.0% |
| 3M | -3.2% | +36.3% | -39.5% | -4.7% |
| 6M | +7.0% | +34.5% | -27.6% | +5.3% |
| YTD | -9.0% | +57.4% | -66.4% | -11.3% |
| 1Y | -9.6% | +62.9% | -72.5% | -12.1% |
| 3Y | -36.0% | +229.5% | -265.5% | -40.4% |
| 5Y | -40.9% | +281.2% | -322.1% | -45.6% |
| 10Y | -37.3% | +320.7% | -358.0% | -44.2% |
| All | +163.8% | +336.4% | -172.5% | +96.3% |
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