-9.9%
CCI vs EXEL
+160.6%
-170.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | +0.2% | +1.4% | -1.2% | +0.1% |
| 30D | +0.5% | +6.7% | -6.2% | +0.1% |
| 3M | -16.3% | +11.5% | -27.7% | -16.9% |
| 6M | -13.9% | +38.8% | -52.7% | -16.0% |
| YTD | -12.4% | +31.6% | -44.0% | -14.3% |
| 1Y | -15.2% | +53.0% | -68.2% | -18.1% |
| 3Y | -9.9% | +160.8% | -170.7% | -21.1% |
| All | -9.9% | +160.6% | -170.5% | -21.1% |
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