+47.3%
CAPR vs EXEL
+164.9%
-117.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -2.0% | +8.4% | -10.4% | -5.9% |
| 30D | +139.2% | +4.1% | +135.1% | +133.9% |
| 3M | -66.4% | +12.4% | -78.8% | -68.7% |
| 6M | -63.1% | +41.5% | -104.7% | -69.6% |
| YTD | -67.4% | +34.6% | -102.1% | -72.5% |
| 1Y | +58.2% | +57.9% | +0.4% | +25.7% |
| All | +47.3% | +164.9% | -117.5% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling