+288.0%
CME vs EXEL
+363.4%
-75.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +1.7% | -2.4% | +4.0% | +1.9% |
| 30D | +10.2% | +17.9% | -7.7% | +8.4% |
| 3M | +17.8% | +33.3% | -15.5% | +14.5% |
| 6M | +11.0% | +46.6% | -35.6% | +6.8% |
| YTD | +17.0% | +61.0% | -44.0% | +11.2% |
| 1Y | +15.8% | +70.4% | -54.6% | +9.4% |
| 3Y | +61.8% | +236.1% | -174.3% | +39.2% |
| 5Y | +72.5% | +284.8% | -212.4% | +44.6% |
| 10Y | +288.0% | +348.4% | -60.4% | +218.9% |
| All | +288.0% | +363.4% | -75.4% | +218.9% |
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 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