+235.6%
CAPR vs EXEL
+230.5%
+5.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.7% | -6.3% |
| 7D | +5.9% | -0.8% | +6.7% | +6.7% |
| 30D | +44.6% | +13.1% | +31.5% | +37.0% |
| 3M | +126.4% | +36.3% | +90.0% | +97.5% |
| 6M | -68.6% | +34.5% | -103.1% | -73.0% |
| YTD | -67.0% | +57.4% | -124.4% | -73.8% |
| 1Y | +65.2% | +62.9% | +2.2% | +29.4% |
| 3Y | +235.6% | +229.5% | +6.1% | +122.5% |
| All | +235.6% | +230.5% | +5.1% | +122.5% |
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