-7.3%
CMG vs EXEL
+52.0%
-59.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -3.8% | -2.9% | -1.0% | -3.3% |
| 30D | +12.9% | +11.9% | +1.0% | +10.4% |
| 3M | +18.8% | +9.2% | +9.5% | +16.8% |
| 6M | +4.1% | +39.1% | -35.0% | -2.5% |
| YTD | -2.4% | +31.0% | -33.4% | -7.6% |
| All | -7.3% | +52.0% | -59.3% | -14.2% |
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