+3,812.5%
CMG vs EXEL
+525.6%
+3,286.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.9% |
| 7D | +8.0% | +0.3% | +7.7% | +7.9% |
| 30D | +11.9% | +19.0% | -7.2% | +9.1% |
| 3M | +2.1% | +33.3% | -31.1% | -2.1% |
| 6M | +5.2% | +42.9% | -37.7% | -0.4% |
| YTD | -6.9% | +58.7% | -65.7% | -13.4% |
| 1Y | +12.7% | +70.5% | -57.9% | +3.8% |
| 3Y | -16.8% | +233.8% | -250.6% | -31.6% |
| 5Y | -4.1% | +259.3% | -263.4% | -22.6% |
| 10Y | +364.7% | +484.1% | -119.4% | +222.1% |
| All | +3,812.5% | +525.6% | +3,286.9% | +1,629.1% |
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