+192.1%
CFG vs EXEL
+230.5%
-38.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +3.2% | -0.8% | +4.0% | +3.3% |
| 30D | +5.1% | +13.1% | -8.0% | +3.3% |
| 3M | -11.2% | +36.3% | -47.6% | -15.1% |
| 6M | +9.6% | +34.5% | -25.0% | +4.9% |
| YTD | +15.0% | +57.4% | -42.5% | +7.0% |
| 1Y | +29.9% | +62.9% | -33.1% | +20.1% |
| 3Y | +192.1% | +229.5% | -37.4% | +143.4% |
| All | +192.1% | +230.5% | -38.4% | +143.4% |
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 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