-24.1%
CLS vs EXEL
+62.5%
-86.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.9% |
| 7D | +23.5% | +1.6% | +21.9% | +22.9% |
| 30D | -28.9% | +17.4% | -46.3% | -31.6% |
| 3M | -25.2% | +38.6% | -63.8% | -32.3% |
| 6M | -32.1% | +41.2% | -73.3% | -38.1% |
| YTD | -14.1% | +59.3% | -73.4% | -27.1% |
| 1Y | -24.1% | +60.2% | -84.3% | -36.4% |
| All | -24.1% | +62.5% | -86.6% | -36.4% |
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