+15.8%
CME vs EXEL
+72.0%
-56.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +1.7% | -2.4% | +4.0% | +1.6% |
| 30D | +10.2% | +17.9% | -7.7% | +10.6% |
| 3M | +17.8% | +33.3% | -15.5% | +18.8% |
| 6M | +11.0% | +46.6% | -35.6% | +12.1% |
| YTD | +17.0% | +61.0% | -44.0% | +19.1% |
| 1Y | +15.8% | +70.4% | -54.6% | +17.7% |
| All | +15.8% | +72.0% | -56.2% | +17.7% |
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