+2,029.3%
CLS vs EXEL
+325.9%
+1,703.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.8% |
| 7D | +23.5% | +1.6% | +21.9% | +23.3% |
| 30D | -28.9% | +17.4% | -46.3% | -30.6% |
| 3M | -25.2% | +38.6% | -63.8% | -28.8% |
| 6M | -32.1% | +41.2% | -73.3% | -35.5% |
| YTD | -14.1% | +59.3% | -73.4% | -20.0% |
| 1Y | -24.1% | +60.2% | -84.3% | -29.3% |
| 3Y | +897.0% | +232.6% | +664.4% | +711.0% |
| 5Y | +2,089.9% | +285.9% | +1,804.1% | +1,614.5% |
| All | +2,029.3% | +325.9% | +1,703.5% | +1,469.4% |
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 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