+294.1%
CG vs EXEL
+1,397.9%
-1,103.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -3.8% | -2.8% | -1.0% | -3.4% |
| 30D | +7.5% | +18.2% | -10.7% | +5.1% |
| 3M | -14.4% | +37.7% | -52.1% | -18.0% |
| 6M | -15.7% | +42.2% | -57.9% | -19.8% |
| YTD | -29.0% | +61.3% | -90.3% | -33.8% |
| 1Y | -22.1% | +64.5% | -86.6% | -27.6% |
| 3Y | +49.1% | +236.7% | -187.5% | +24.6% |
| 5Y | -18.4% | +296.3% | -314.7% | -33.6% |
| 10Y | +295.1% | +331.1% | -36.0% | +208.3% |
| All | +294.1% | +1,397.9% | -1,103.8% | +149.1% |
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 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