+518.2%
CEG vs EXEL
+296.6%
+221.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.2% |
| 7D | -4.7% | +0.3% | -5.0% | -4.8% |
| 30D | -16.6% | +19.0% | -35.6% | -18.1% |
| 3M | -4.1% | +33.3% | -37.4% | -7.1% |
| 6M | -22.3% | +42.9% | -65.2% | -25.5% |
| YTD | -28.9% | +58.7% | -87.7% | -32.8% |
| 1Y | -28.5% | +70.5% | -99.0% | -33.0% |
| 3Y | +104.3% | +233.8% | -129.5% | +74.9% |
| All | +518.2% | +296.6% | +221.6% | +495.9% |
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 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