-29.6%
CLS vs EXEL
+92.4%
-122.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.6% | -9.7% | -9.2% |
| 7D | -21.1% | +9.8% | -30.9% | -23.0% |
| 30D | -38.2% | +23.6% | -61.8% | -41.7% |
| 3M | -36.3% | +29.9% | -66.2% | -40.7% |
| 6M | -43.8% | +64.7% | -108.5% | -52.2% |
| YTD | -20.0% | +66.0% | -86.0% | -33.3% |
| 1Y | -29.6% | +92.0% | -121.5% | -48.4% |
| All | -29.6% | +92.4% | -122.0% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling