+84.9%
CL vs EXEL
+363.4%
-278.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | +2.6% | -2.4% | +5.0% | +2.8% |
| 30D | +11.8% | +17.9% | -6.1% | +10.4% |
| 3M | +5.9% | +33.3% | -27.4% | +3.6% |
| 6M | +13.3% | +46.6% | -33.2% | +10.0% |
| YTD | +27.1% | +61.0% | -33.9% | +22.3% |
| 1Y | +28.0% | +70.4% | -42.4% | +22.6% |
| 3Y | +39.4% | +236.1% | -196.7% | +25.5% |
| 5Y | +40.8% | +284.8% | -244.1% | +24.4% |
| 10Y | +84.9% | +348.4% | -263.5% | +66.2% |
| All | +84.9% | +363.4% | -278.6% | +66.2% |
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 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