+63.2%
CME vs EXEL
+231.1%
-168.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | +13.2% | +19.0% | -5.9% | +13.0% |
| 3M | +16.3% | +33.3% | -17.0% | +16.0% |
| 6M | +7.1% | +42.9% | -35.7% | +6.8% |
| YTD | +15.8% | +58.7% | -42.9% | +15.3% |
| 1Y | +17.1% | +70.5% | -53.4% | +16.4% |
| 3Y | +63.2% | +233.8% | -170.7% | +57.5% |
| All | +63.2% | +231.1% | -168.0% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling