+110.9%
CF vs EXEL
+281.2%
-170.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +4.8% | -0.8% | +5.6% | +4.8% |
| 30D | +4.7% | +13.1% | -8.4% | +4.1% |
| 3M | +7.4% | +36.3% | -28.9% | +6.1% |
| 6M | +0.6% | +34.5% | -33.9% | -0.7% |
| YTD | +64.1% | +57.4% | +6.7% | +60.5% |
| 1Y | +51.4% | +62.9% | -11.5% | +47.5% |
| 3Y | +67.8% | +229.5% | -161.7% | +44.5% |
| All | +110.9% | +281.2% | -170.3% | +74.0% |
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