+308.6%
CFG vs EXEL
+380.2%
-71.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | +2.7% | +1.4% | +1.3% | +2.4% |
| 30D | -3.7% | +6.7% | -10.3% | -5.1% |
| 3M | +9.5% | +11.5% | -2.0% | +6.8% |
| 6M | +22.2% | +38.8% | -16.6% | +13.5% |
| YTD | +22.3% | +31.6% | -9.3% | +14.5% |
| 1Y | +39.4% | +53.0% | -13.6% | +25.9% |
| 3Y | +188.5% | +160.8% | +27.7% | +126.1% |
| 5Y | +101.5% | +190.1% | -88.5% | +51.0% |
| 10Y | +308.6% | +367.0% | -58.3% | +170.6% |
| All | +308.6% | +380.2% | -71.5% | +170.6% |
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