+190.3%
CFG vs EXEL
+234.5%
-44.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +1.6% | +1.6% | 0.0% | +1.4% |
| 30D | +3.3% | +17.4% | -14.1% | +1.0% |
| 3M | -11.5% | +38.6% | -50.2% | -15.6% |
| 6M | +6.2% | +41.2% | -35.0% | +0.9% |
| YTD | +14.3% | +59.3% | -45.1% | +6.2% |
| 1Y | +26.7% | +60.2% | -33.5% | +17.6% |
| All | +190.3% | +234.5% | -44.2% | +141.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling