-28.7%
CG vs EXEL
+54.7%
-83.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.4% |
| 3M | -1.6% | +10.1% | -11.7% | -3.1% |
| 6M | -8.3% | +37.7% | -46.0% | -13.3% |
| YTD | -23.8% | +33.1% | -56.9% | -27.9% |
| 1Y | -28.7% | +52.4% | -81.1% | -34.1% |
| All | -28.7% | +54.7% | -83.4% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling