+692.5%
CMS vs EXEL
+273.2%
+419.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +0.4% | +8.4% | -8.0% | -0.3% |
| 30D | -3.6% | +4.1% | -7.7% | -4.0% |
| 3M | -1.9% | +12.4% | -14.3% | -3.0% |
| 6M | -11.0% | +41.5% | -52.5% | -13.8% |
| YTD | +0.2% | +34.6% | -34.4% | -2.6% |
| 1Y | -1.3% | +57.9% | -59.2% | -5.6% |
| 3Y | +35.9% | +159.5% | -123.6% | +23.4% |
| 5Y | +23.1% | +198.5% | -175.4% | +9.4% |
| 10Y | +117.9% | +411.4% | -293.4% | +74.1% |
| All | +692.5% | +273.2% | +419.3% | +328.3% |
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 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