+639.5%
CEG vs EXEL
+236.4%
+403.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | +8.0% | +8.4% | -0.3% | +7.1% |
| 30D | +12.9% | +4.1% | +8.9% | +12.4% |
| 3M | +13.2% | +12.4% | +0.7% | +11.5% |
| 6M | -7.0% | +41.5% | -48.5% | -11.0% |
| YTD | -15.0% | +34.6% | -49.6% | -18.2% |
| 1Y | -2.7% | +57.9% | -60.6% | -8.2% |
| 3Y | +184.1% | +159.5% | +24.6% | +150.7% |
| All | +639.5% | +236.4% | +403.0% | +625.8% |
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