+115.8%
CMS vs EXEL
+380.2%
-264.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.6% |
| 7D | +1.2% | +1.4% | -0.1% | +1.2% |
| 30D | -3.2% | +6.7% | -9.8% | -3.4% |
| 3M | -2.2% | +11.5% | -13.7% | -2.7% |
| 6M | -9.4% | +38.8% | -48.2% | -10.8% |
| YTD | +0.7% | +31.6% | -30.9% | -0.7% |
| 1Y | +0.4% | +53.0% | -52.7% | -1.7% |
| 3Y | +35.2% | +160.8% | -125.7% | +28.7% |
| 5Y | +24.1% | +190.1% | -166.0% | +17.1% |
| 10Y | +115.8% | +367.0% | -251.2% | +110.1% |
| All | +115.8% | +380.2% | -264.4% | +110.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling