+20.1%
CI vs EXEL
+72.0%
-51.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +2.8% |
| 7D | +2.6% | -2.4% | +5.0% | +2.9% |
| 30D | +7.3% | +17.9% | -10.6% | +4.7% |
| 3M | +9.5% | +33.3% | -23.8% | +5.0% |
| 6M | +6.4% | +46.6% | -40.1% | +0.9% |
| YTD | +12.0% | +61.0% | -49.0% | +4.6% |
| 1Y | +20.1% | +70.4% | -50.4% | +9.4% |
| All | +20.1% | +72.0% | -51.9% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling