+42.5%
CI vs EXEL
+199.5%
-157.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +1.3% | +8.4% | -7.1% | +0.6% |
| 30D | +4.4% | +4.1% | +0.4% | +4.0% |
| 3M | +0.7% | +12.4% | -11.8% | -0.4% |
| 6M | +0.3% | +41.5% | -41.2% | -2.6% |
| YTD | +3.8% | +34.6% | -30.8% | +1.0% |
| 1Y | -5.5% | +57.9% | -63.4% | -9.3% |
| 3Y | +8.1% | +159.5% | -151.4% | -2.0% |
| All | +42.5% | +199.5% | -157.0% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling