-77.4%
CAPR vs EXEL
+380.2%
-457.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.9% |
| 7D | -9.5% | +1.4% | -10.9% | -9.9% |
| 30D | +121.5% | +6.7% | +114.9% | +117.9% |
| 3M | -65.4% | +11.5% | -76.8% | -66.7% |
| 6M | -67.5% | +38.8% | -106.3% | -70.9% |
| YTD | -68.6% | +31.6% | -100.2% | -71.4% |
| 1Y | +42.7% | +53.0% | -10.3% | +24.6% |
| 3Y | +43.4% | +160.8% | -117.5% | +8.1% |
| 5Y | +86.0% | +190.1% | -104.1% | +35.3% |
| 10Y | -77.4% | +367.0% | -444.4% | -84.3% |
| All | -77.4% | +380.2% | -457.6% | -84.3% |
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 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