+17.2%
CME vs EXEL
+62.5%
-45.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +2.7% | +1.6% | +1.0% | +2.7% |
| 30D | +13.5% | +17.4% | -3.9% | +14.0% |
| 3M | +20.9% | +38.6% | -17.7% | +22.2% |
| 6M | +11.5% | +41.2% | -29.7% | +12.6% |
| YTD | +19.5% | +59.3% | -39.9% | +21.8% |
| 1Y | +17.2% | +60.2% | -43.0% | +19.7% |
| All | +17.2% | +62.5% | -45.3% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling