+32.1%
CL vs EXE
-18.4%
+50.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +3.2% |
| 7D | +7.7% | -4.7% | +12.4% | +7.6% |
| 30D | +15.2% | +1.0% | +14.2% | +15.2% |
| 3M | +7.3% | -5.6% | +13.0% | +7.3% |
| 6M | +17.0% | -12.3% | +29.3% | +16.7% |
| YTD | +28.0% | -19.5% | +47.5% | +28.4% |
| 1Y | +32.1% | -18.9% | +51.0% | +33.5% |
| All | +32.1% | -18.4% | +50.5% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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