+568.0%
CF vs EXEL
+461.0%
+106.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -3.2% | +0.3% | -3.4% | -3.3% |
| 30D | +4.3% | +19.0% | -14.7% | +1.2% |
| 3M | +2.8% | +33.3% | -30.5% | -2.1% |
| 6M | +0.6% | +42.9% | -42.2% | -5.7% |
| YTD | +56.6% | +58.7% | -2.1% | +43.1% |
| 1Y | +49.6% | +70.5% | -20.9% | +34.7% |
| 3Y | +61.5% | +233.8% | -172.3% | +22.1% |
| 5Y | +124.0% | +259.3% | -135.4% | +62.9% |
| All | +568.0% | +461.0% | +106.9% | +274.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling