+112.0%
CF vs EXEL
+260.1%
-148.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | -3.2% | +0.3% | -3.4% | -3.2% |
| 30D | +4.3% | +19.0% | -14.7% | +3.6% |
| 3M | +2.8% | +33.3% | -30.5% | +1.6% |
| 6M | +0.6% | +42.9% | -42.2% | -0.9% |
| YTD | +56.6% | +58.7% | -2.1% | +53.2% |
| 1Y | +49.6% | +70.5% | -20.9% | +45.4% |
| 3Y | +61.5% | +233.8% | -172.3% | +39.2% |
| All | +112.0% | +260.1% | -148.1% | +75.5% |
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 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