+1,751.5%
CLS vs EXEL
+445.6%
+1,305.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.1% | +4.7% | +7.4% |
| 7D | -10.6% | +2.3% | -12.8% | -10.7% |
| 30D | -38.4% | +19.8% | -58.3% | -40.0% |
| 3M | -29.9% | +32.7% | -62.5% | -32.8% |
| 6M | -40.6% | +49.0% | -89.6% | -44.1% |
| YTD | -24.6% | +63.7% | -88.3% | -30.0% |
| 1Y | -30.8% | +75.8% | -106.6% | -36.4% |
| 3Y | +811.7% | +241.3% | +570.4% | +639.7% |
| 5Y | +1,838.4% | +289.0% | +1,549.4% | +1,417.7% |
| 10Y | +1,751.5% | +377.6% | +1,373.9% | +1,260.4% |
| All | +1,751.5% | +445.6% | +1,305.9% | +1,260.4% |
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