+142.2%
CI vs EXEL
+445.6%
-303.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.2% |
| 7D | +0.1% | +2.3% | -2.2% | -0.2% |
| 30D | +4.7% | +19.8% | -15.2% | +1.8% |
| 3M | +5.2% | +32.7% | -27.5% | +0.7% |
| 6M | +3.8% | +49.0% | -45.2% | -2.6% |
| YTD | +9.2% | +63.7% | -54.5% | +0.6% |
| 1Y | +14.3% | +75.8% | -61.5% | +4.1% |
| 3Y | +8.4% | +241.3% | -232.9% | -13.8% |
| 5Y | +50.0% | +289.0% | -239.0% | +14.4% |
| 10Y | +142.2% | +377.6% | -235.4% | +76.0% |
| All | +142.2% | +445.6% | -303.4% | +76.0% |
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 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