+139.1%
CI vs EXEL
+380.2%
-241.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.0% |
| 7D | -2.6% | +1.4% | -3.9% | -2.8% |
| 30D | -2.4% | +6.7% | -9.0% | -3.4% |
| 3M | -4.8% | +11.5% | -16.2% | -6.5% |
| 6M | +2.1% | +38.8% | -36.7% | -3.2% |
| YTD | +1.4% | +31.6% | -30.2% | -3.4% |
| 1Y | -6.8% | +53.0% | -59.8% | -13.5% |
| 3Y | +3.3% | +160.8% | -157.5% | -14.5% |
| 5Y | +41.1% | +190.1% | -149.0% | +12.5% |
| 10Y | +139.1% | +367.0% | -227.9% | +62.8% |
| All | +139.1% | +380.2% | -241.1% | +62.8% |
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