-35.3%
CLS vs EXEL
+74.8%
-110.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.1% | +4.7% | +6.9% |
| 7D | -10.6% | +2.3% | -12.8% | -10.8% |
| 30D | -38.4% | +19.8% | -58.3% | -41.0% |
| 3M | -29.9% | +32.7% | -62.5% | -35.0% |
| 6M | -40.6% | +49.0% | -89.6% | -46.5% |
| YTD | -24.6% | +63.7% | -88.3% | -35.7% |
| All | -35.3% | +74.8% | -110.2% | -45.7% |
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