+362.4%
CFG vs EXEL
+3,634.8%
-3,272.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.5% | +8.4% | -6.8% | +0.2% |
| 30D | -3.8% | +4.1% | -7.9% | -4.6% |
| 3M | +11.5% | +12.4% | -0.9% | +9.2% |
| 6M | +19.2% | +41.5% | -22.4% | +12.2% |
| YTD | +23.7% | +34.6% | -10.9% | +17.2% |
| 1Y | +38.8% | +57.9% | -19.0% | +27.8% |
| 3Y | +178.9% | +159.5% | +19.4% | +132.8% |
| 5Y | +101.8% | +198.5% | -96.7% | +62.3% |
| 10Y | +317.3% | +411.4% | -94.1% | +207.6% |
| All | +362.4% | +3,634.8% | -3,272.4% | +209.1% |
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