+60.4%
CF vs EXEL
+227.0%
-166.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.6% | +11.7% | +5.9% |
| 7D | +0.4% | +3.8% | -3.4% | +0.5% |
| 30D | +2.2% | +17.8% | -15.6% | +2.7% |
| 3M | +2.1% | +21.2% | -19.1% | +2.8% |
| 6M | -6.5% | +54.7% | -61.2% | -4.9% |
| YTD | +55.6% | +56.8% | -1.2% | +58.3% |
| 1Y | +42.3% | +70.2% | -27.9% | +44.6% |
| All | +60.4% | +227.0% | -166.7% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling