+132.3%
CMS vs EXEL
+445.6%
-313.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.4% |
| 7D | -0.9% | +2.3% | -3.2% | -1.0% |
| 30D | +7.1% | +19.8% | -12.8% | +6.1% |
| 3M | -1.3% | +32.7% | -34.0% | -2.6% |
| 6M | -2.7% | +49.0% | -51.6% | -4.6% |
| YTD | +2.6% | +63.7% | -61.1% | 0.0% |
| 1Y | -2.0% | +75.8% | -77.8% | -4.9% |
| 3Y | +39.6% | +241.3% | -201.7% | +30.3% |
| 5Y | +35.3% | +289.0% | -253.7% | +24.9% |
| 10Y | +132.3% | +377.6% | -245.3% | +122.3% |
| All | +132.3% | +445.6% | -313.2% | +122.3% |
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