+301.4%
CCI vs EXEL
+273.2%
+28.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.6% | -1.8% |
| 7D | -0.4% | +8.4% | -8.8% | -1.6% |
| 30D | +2.7% | +4.1% | -1.4% | +1.9% |
| 3M | -18.2% | +12.4% | -30.6% | -19.8% |
| 6M | -14.8% | +41.5% | -56.3% | -19.6% |
| YTD | -12.6% | +34.6% | -47.2% | -17.0% |
| 1Y | -16.7% | +57.9% | -74.6% | -23.1% |
| 3Y | -10.5% | +159.5% | -170.0% | -25.0% |
| 5Y | -51.4% | +198.5% | -249.9% | -60.6% |
| 10Y | +20.0% | +411.4% | -391.3% | -19.3% |
| All | +301.4% | +273.2% | +28.2% | +53.9% |
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