+38.3%
CL vs EXEL
+238.6%
-200.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.8% | -2.8% | +2.0% | -0.6% |
| 30D | +9.5% | +18.2% | -8.7% | +8.3% |
| 3M | +6.8% | +37.7% | -31.0% | +4.6% |
| 6M | +14.3% | +42.2% | -27.9% | +11.7% |
| YTD | +27.0% | +61.3% | -34.3% | +22.9% |
| 1Y | +26.3% | +64.5% | -38.2% | +22.0% |
| All | +38.3% | +238.6% | -200.3% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling