+140.4%
CI vs EXEL
+380.2%
-239.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.5% |
| 7D | -2.0% | +1.4% | -3.4% | -2.2% |
| 30D | -1.8% | +6.7% | -8.5% | -2.8% |
| 3M | -4.2% | +11.5% | -15.7% | -6.0% |
| 6M | +2.7% | +38.8% | -36.1% | -2.7% |
| YTD | +1.9% | +31.6% | -29.7% | -2.9% |
| 1Y | -6.3% | +53.0% | -59.3% | -13.1% |
| 3Y | +3.9% | +160.8% | -157.0% | -14.0% |
| 5Y | +41.9% | +190.1% | -148.2% | +13.1% |
| 10Y | +140.4% | +367.0% | -226.6% | +63.7% |
| All | +140.4% | +380.2% | -239.8% | +63.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling