+316.4%
CFG vs EXEL
+4,303.2%
-3,986.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | +1.1% | +19.0% | -18.0% | -1.7% |
| 3M | -12.0% | +33.3% | -45.3% | -16.0% |
| 6M | -2.2% | +42.9% | -45.1% | -8.0% |
| YTD | +11.4% | +58.7% | -47.3% | +2.8% |
| 1Y | +27.8% | +70.5% | -42.7% | +16.5% |
| 3Y | +173.3% | +233.8% | -60.5% | +119.3% |
| 5Y | +62.4% | +259.3% | -196.9% | +27.1% |
| 10Y | +249.6% | +484.1% | -234.6% | +152.3% |
| All | +316.4% | +4,303.2% | -3,986.8% | +171.0% |
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