+300.3%
CME vs EXEL
+325.9%
-25.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +2.7% | +1.6% | +1.0% | +2.5% |
| 30D | +13.5% | +17.4% | -3.9% | +11.7% |
| 3M | +20.9% | +38.6% | -17.7% | +17.1% |
| 6M | +11.5% | +41.2% | -29.7% | +7.6% |
| YTD | +19.5% | +59.3% | -39.9% | +13.6% |
| 1Y | +17.2% | +60.2% | -43.0% | +11.4% |
| 3Y | +65.1% | +232.6% | -167.4% | +42.1% |
| 5Y | +73.1% | +285.9% | -212.7% | +45.0% |
| All | +300.3% | +325.9% | -25.6% | +227.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling