+89.6%
CL vs EXEL
+320.7%
-231.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | +3.2% | -0.8% | +4.0% | +3.3% |
| 30D | +8.0% | +13.1% | -5.1% | +7.0% |
| 3M | +7.9% | +36.3% | -28.5% | +5.4% |
| 6M | +14.7% | +34.5% | -19.8% | +12.1% |
| YTD | +29.2% | +57.4% | -28.3% | +24.5% |
| 1Y | +29.5% | +62.9% | -33.4% | +24.5% |
| 3Y | +40.7% | +229.5% | -188.8% | +26.7% |
| 5Y | +43.9% | +281.2% | -237.4% | +27.2% |
| All | +89.6% | +320.7% | -231.1% | +70.0% |
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