-98.0%
CAPR vs EXEL
+521.7%
-619.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.5% |
| 7D | +41.1% | +0.3% | +40.8% | +41.1% |
| 30D | +11.1% | +19.0% | -7.9% | +8.2% |
| 3M | +115.3% | +33.3% | +82.0% | +106.4% |
| 6M | -73.8% | +42.9% | -116.7% | -75.3% |
| YTD | -68.8% | +58.7% | -127.5% | -71.1% |
| 1Y | +43.3% | +70.5% | -27.2% | +31.7% |
| 3Y | +214.7% | +233.8% | -19.1% | +161.8% |
| 5Y | +141.3% | +259.3% | -118.1% | +98.7% |
| 10Y | -67.0% | +484.1% | -551.2% | -75.0% |
| All | -98.0% | +521.7% | -619.7% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling