+1,242.3%
CLS vs EXEL
+164.9%
+1,077.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +4.6% | +8.4% | -3.8% | +3.8% |
| 30D | -13.9% | +4.1% | -18.0% | -14.1% |
| 3M | -26.6% | +12.4% | -39.0% | -27.0% |
| 6M | +15.4% | +41.5% | -26.1% | +12.7% |
| YTD | +5.7% | +34.6% | -29.0% | +3.5% |
| 1Y | +41.1% | +57.9% | -16.7% | +38.3% |
| All | +1,242.3% | +164.9% | +1,077.4% | +1,299.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling