+331.2%
CG vs EXEL
+378.5%
-47.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.2% |
| 7D | -6.4% | -0.3% | -6.1% | -6.4% |
| 30D | -7.1% | +10.1% | -17.2% | -8.9% |
| 3M | -1.6% | +10.1% | -11.7% | -3.6% |
| 6M | -8.3% | +37.7% | -46.0% | -14.4% |
| YTD | -23.8% | +33.1% | -56.9% | -28.5% |
| 1Y | -28.7% | +52.4% | -81.1% | -35.1% |
| 3Y | +49.2% | +163.8% | -114.7% | +19.5% |
| 5Y | +5.5% | +198.5% | -193.0% | -18.4% |
| 10Y | +331.2% | +386.9% | -55.7% | +214.5% |
| All | +331.2% | +378.5% | -47.3% | +214.5% |
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 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