+6,781.2%
CME vs EXEL
+662.4%
+6,118.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | +8.4% | -10.0% | -2.8% |
| 30D | +6.2% | +4.1% | +2.2% | +5.4% |
| 3M | +10.4% | +12.4% | -2.0% | +8.1% |
| 6M | -9.5% | +41.5% | -51.1% | -14.7% |
| YTD | +6.0% | +34.6% | -28.6% | +0.5% |
| 1Y | +9.3% | +57.9% | -48.6% | +0.7% |
| 3Y | +57.7% | +159.5% | -101.8% | +31.0% |
| 5Y | +77.7% | +198.5% | -120.8% | +42.2% |
| 10Y | +281.2% | +411.4% | -130.1% | +151.9% |
| All | +6,781.2% | +662.4% | +6,118.8% | +2,550.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling