+4,100.0%
CMG vs EXEL
+430.7%
+3,669.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.8% | +8.4% | -11.2% | -3.9% |
| 30D | +7.1% | +4.1% | +3.1% | +6.4% |
| 3M | +31.2% | +12.4% | +18.7% | +28.9% |
| 6M | +0.7% | +41.5% | -40.9% | -4.5% |
| YTD | -0.1% | +34.6% | -34.7% | -4.7% |
| 1Y | -10.7% | +57.9% | -68.6% | -17.0% |
| 3Y | -4.7% | +159.5% | -164.2% | -18.9% |
| 5Y | -3.8% | +198.5% | -202.2% | -20.3% |
| 10Y | +352.5% | +411.4% | -58.9% | +217.4% |
| All | +4,100.0% | +430.7% | +3,669.3% | +1,802.2% |
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 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