+1,163.8%
CI vs EXEL
+273.2%
+890.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +1.3% | +8.4% | -7.1% | +0.3% |
| 30D | +4.4% | +4.1% | +0.4% | +3.8% |
| 3M | +0.7% | +12.4% | -11.8% | -1.0% |
| 6M | +0.3% | +41.5% | -41.2% | -4.3% |
| YTD | +3.8% | +34.6% | -30.8% | -0.5% |
| 1Y | -5.5% | +57.9% | -63.4% | -11.5% |
| 3Y | +8.1% | +159.5% | -151.4% | -6.6% |
| 5Y | +42.8% | +198.5% | -155.7% | +19.6% |
| 10Y | +143.9% | +411.4% | -267.5% | +80.3% |
| All | +1,163.8% | +273.2% | +890.6% | +588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling