+447.7%
CL vs EXEL
+273.2%
+174.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.2% | +8.4% | -10.6% | -2.6% |
| 30D | -4.8% | +4.1% | -8.9% | -5.0% |
| 3M | +4.9% | +12.4% | -7.5% | +4.3% |
| 6M | -5.7% | +41.5% | -47.3% | -7.4% |
| YTD | +14.4% | +34.6% | -20.3% | +12.6% |
| 1Y | +8.7% | +57.9% | -49.1% | +6.1% |
| 3Y | +30.0% | +159.5% | -129.5% | +23.2% |
| 5Y | +28.4% | +198.5% | -170.1% | +20.4% |
| 10Y | +50.1% | +411.4% | -361.3% | +34.2% |
| All | +447.7% | +273.2% | +174.6% | +329.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling