-64.7%
CAPR vs EXEL
+445.6%
-510.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +8.4% |
| 7D | +36.0% | +2.3% | +33.8% | +35.3% |
| 30D | +25.8% | +19.8% | +6.0% | +18.8% |
| 3M | +140.8% | +32.7% | +108.2% | +120.7% |
| 6M | -67.6% | +49.0% | -116.5% | -71.7% |
| YTD | -65.9% | +63.7% | -129.5% | -71.2% |
| 1Y | +66.1% | +75.8% | -9.7% | +37.6% |
| 3Y | +256.9% | +241.3% | +15.6% | +141.1% |
| 5Y | +172.1% | +289.0% | -116.9% | +76.7% |
| 10Y | -64.7% | +377.6% | -442.3% | -78.8% |
| All | -64.7% | +445.6% | -510.2% | -78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling