+237.0%
CFG vs EXEL
+445.6%
-208.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.3% |
| 7D | +0.3% | +2.3% | -2.0% | -0.2% |
| 30D | +3.2% | +19.8% | -16.6% | -0.7% |
| 3M | -9.7% | +32.7% | -42.4% | -15.1% |
| 6M | +3.6% | +49.0% | -45.3% | -5.3% |
| YTD | +14.7% | +63.7% | -49.0% | +2.2% |
| 1Y | +29.6% | +75.8% | -46.2% | +13.5% |
| 3Y | +190.6% | +241.3% | -50.7% | +113.0% |
| 5Y | +67.1% | +289.0% | -222.0% | +16.3% |
| 10Y | +237.0% | +377.6% | -140.6% | +114.4% |
| All | +237.0% | +445.6% | -208.5% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling