+732.7%
CLS vs EXEL
+231.1%
+501.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.4% |
| 7D | -22.2% | +0.3% | -22.4% | -22.1% |
| 30D | -44.4% | +19.0% | -63.4% | -45.0% |
| 3M | -34.3% | +33.3% | -67.6% | -35.8% |
| 6M | -50.1% | +42.9% | -92.9% | -51.2% |
| YTD | -30.1% | +58.7% | -88.8% | -32.3% |
| 1Y | -39.3% | +70.5% | -109.9% | -41.3% |
| 3Y | +732.7% | +233.8% | +498.9% | +754.6% |
| All | +732.7% | +231.1% | +501.6% | +754.6% |
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 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