+109.5%
CF vs EXEL
+285.1%
-175.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.2% |
| 7D | -0.9% | +2.3% | -3.2% | -1.0% |
| 30D | +6.9% | +19.8% | -12.9% | +6.2% |
| 3M | +4.8% | +32.7% | -27.8% | +3.7% |
| 6M | +4.7% | +49.0% | -44.3% | +2.9% |
| YTD | +56.5% | +63.7% | -7.2% | +52.8% |
| 1Y | +48.4% | +75.8% | -27.4% | +44.0% |
| 3Y | +59.1% | +241.3% | -182.1% | +37.1% |
| 5Y | +109.5% | +289.0% | -179.5% | +72.7% |
| All | +109.5% | +285.1% | -175.5% | +72.7% |
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 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