+577.4%
CF vs EXEL
+400.1%
+177.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +6.0% | +8.4% | -2.4% | +4.7% |
| 30D | +14.8% | +4.1% | +10.8% | +14.0% |
| 3M | +14.1% | +12.4% | +1.6% | +11.5% |
| 6M | +28.5% | +41.5% | -13.0% | +20.3% |
| YTD | +74.9% | +34.6% | +40.3% | +64.5% |
| 1Y | +61.7% | +57.9% | +3.8% | +46.9% |
| 3Y | +80.3% | +159.5% | -79.2% | +43.0% |
| 5Y | +226.0% | +198.5% | +27.5% | +145.4% |
| All | +577.4% | +400.1% | +177.3% | +314.5% |
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