+280.5%
CG vs EXEL
+1,373.9%
-1,093.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | -1.2% | +0.3% | -1.5% | -1.2% |
| 30D | +5.0% | +19.0% | -14.0% | +2.6% |
| 3M | -18.2% | +33.3% | -51.5% | -21.4% |
| 6M | -20.7% | +42.9% | -63.6% | -24.7% |
| YTD | -31.4% | +58.7% | -90.1% | -35.9% |
| 1Y | -22.3% | +70.5% | -92.8% | -28.1% |
| 3Y | +50.2% | +233.8% | -183.7% | +25.6% |
| 5Y | -22.1% | +259.3% | -281.4% | -35.8% |
| 10Y | +295.5% | +484.1% | -188.6% | +201.4% |
| All | +280.5% | +1,373.9% | -1,093.5% | +141.0% |
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