+600.9%
CLS vs EXEL
+273.2%
+327.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +4.6% | +8.4% | -3.8% | +3.0% |
| 30D | -13.9% | +4.1% | -18.0% | -14.5% |
| 3M | -26.6% | +12.4% | -39.0% | -28.2% |
| 6M | +15.4% | +41.5% | -26.1% | +7.6% |
| YTD | +5.7% | +34.6% | -29.0% | -0.5% |
| 1Y | +41.1% | +57.9% | -16.7% | +28.7% |
| 3Y | +1,228.6% | +159.5% | +1,069.1% | +969.2% |
| 5Y | +3,240.6% | +198.5% | +3,042.2% | +2,474.7% |
| 10Y | +2,760.3% | +411.4% | +2,349.0% | +1,670.0% |
| All | +600.9% | +273.2% | +327.7% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling