+220.7%
CF vs EXEL
+199.5%
+21.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +6.0% | +8.4% | -2.4% | +5.7% |
| 30D | +14.8% | +4.1% | +10.8% | +14.7% |
| 3M | +14.1% | +12.4% | +1.6% | +13.5% |
| 6M | +28.5% | +41.5% | -13.0% | +26.5% |
| YTD | +74.9% | +34.6% | +40.3% | +72.4% |
| 1Y | +61.7% | +57.9% | +3.8% | +57.0% |
| 3Y | +80.3% | +159.5% | -79.2% | +60.2% |
| All | +220.7% | +199.5% | +21.2% | +159.4% |
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