-36.3%
CCI vs EXEL
+281.2%
-317.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | +14.4% | +13.1% | +1.3% | +12.6% |
| 3M | +21.7% | +36.3% | -14.7% | +16.9% |
| 6M | +4.0% | +34.5% | -30.5% | -0.1% |
| YTD | +6.2% | +57.4% | -51.2% | -0.6% |
| 1Y | +5.4% | +62.9% | -57.5% | -1.9% |
| 3Y | +11.7% | +229.5% | -217.8% | -12.5% |
| All | -36.3% | +281.2% | -317.5% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling