+73.4%
CL vs EXEL
+461.0%
-387.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.2% |
| 7D | +1.3% | +0.3% | +1.1% | +1.3% |
| 30D | +11.4% | +19.0% | -7.7% | +10.0% |
| 3M | +4.4% | +33.3% | -28.9% | +2.3% |
| 6M | +10.8% | +42.9% | -32.1% | +7.9% |
| YTD | +25.1% | +58.7% | -33.6% | +20.8% |
| 1Y | +28.0% | +70.5% | -42.6% | +22.9% |
| 3Y | +37.6% | +233.8% | -196.2% | +24.8% |
| 5Y | +39.7% | +259.3% | -219.6% | +25.2% |
| All | +73.4% | +461.0% | -387.7% | +62.3% |
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