+3,038.3%
CLS vs EXEL
+378.5%
+2,659.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +20.1% | -0.3% | +20.4% | +20.1% |
| 30D | +6.0% | +10.1% | -4.1% | +4.5% |
| 3M | -10.3% | +10.1% | -20.4% | -11.4% |
| 6M | +24.5% | +37.7% | -13.2% | +18.9% |
| YTD | +12.9% | +33.1% | -20.2% | +8.3% |
| 1Y | +36.7% | +52.4% | -15.7% | +28.8% |
| 3Y | +1,328.1% | +163.8% | +1,164.3% | +1,119.7% |
| 5Y | +3,682.3% | +198.5% | +3,483.8% | +3,029.7% |
| 10Y | +3,038.3% | +386.9% | +2,651.4% | +2,424.6% |
| All | +3,038.3% | +378.5% | +2,659.8% | +2,424.6% |
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