+5,294.5%
CF vs EXEL
+737.9%
+4,556.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.6% | +11.7% | +7.0% |
| 7D | +0.4% | +3.8% | -3.4% | -0.3% |
| 30D | +2.2% | +17.8% | -15.6% | -0.6% |
| 3M | +2.1% | +21.2% | -19.1% | -1.2% |
| 6M | -6.5% | +54.7% | -61.2% | -13.5% |
| YTD | +55.6% | +56.8% | -1.2% | +42.9% |
| 1Y | +42.3% | +70.2% | -27.9% | +28.8% |
| 3Y | +55.7% | +227.2% | -171.5% | +22.8% |
| 5Y | +122.4% | +254.9% | -132.5% | +70.1% |
| 10Y | +568.5% | +476.9% | +91.6% | +340.5% |
| All | +5,294.5% | +737.9% | +4,556.6% | +2,018.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling