-73.8%
CAPR vs EXEL
+45.9%
-119.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.0% |
| 7D | +41.1% | +0.3% | +40.8% | +41.3% |
| 30D | +11.1% | +19.0% | -7.9% | +3.2% |
| 3M | +115.3% | +33.3% | +82.0% | +92.7% |
| 6M | -73.8% | +42.9% | -116.7% | -77.3% |
| All | -73.8% | +45.9% | -119.7% | -77.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling