+305.9%
CG vs EXEL
+363.4%
-57.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | +2.0% | -2.4% | +4.3% | +2.5% |
| 30D | +8.5% | +17.9% | -9.4% | +5.0% |
| 3M | -12.1% | +33.3% | -45.4% | -17.3% |
| 6M | -16.4% | +46.6% | -63.0% | -23.1% |
| YTD | -28.0% | +61.0% | -89.0% | -35.3% |
| 1Y | -18.9% | +70.4% | -89.3% | -28.1% |
| 3Y | +51.2% | +236.1% | -184.8% | +13.6% |
| 5Y | -15.9% | +284.8% | -300.7% | -39.3% |
| 10Y | +305.9% | +348.4% | -42.5% | +184.7% |
| All | +305.9% | +363.4% | -57.5% | +184.7% |
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