+81.0%
CAPR vs EXEL
+70.6%
+10.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +0.2% | +26.3% | +26.3% |
| 7D | +25.8% | -2.8% | +28.6% | +29.3% |
| 30D | +50.2% | +18.2% | +32.0% | +30.6% |
| 3M | +185.5% | +37.7% | +147.8% | +119.1% |
| 6M | -64.8% | +42.2% | -107.1% | -75.3% |
| YTD | -61.1% | +61.3% | -122.4% | -77.9% |
| 1Y | +81.0% | +64.5% | +16.5% | -16.8% |
| All | +81.0% | +70.6% | +10.4% | -16.8% |
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 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