-31.9%
CEG vs EXEL
+92.4%
-124.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -6.7% |
| 7D | -4.8% | +9.8% | -14.6% | -5.2% |
| 30D | -8.2% | +23.6% | -31.8% | -9.3% |
| 3M | -7.9% | +29.9% | -37.8% | -9.5% |
| 6M | -23.2% | +64.7% | -87.9% | -26.5% |
| YTD | -30.1% | +66.0% | -96.1% | -32.7% |
| 1Y | -31.9% | +92.0% | -123.8% | -34.4% |
| All | -31.9% | +92.4% | -124.3% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling