+20.1%
COMP vs EXEL
+92.4%
-72.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.1% | +7.5% |
| 7D | +9.5% | +9.8% | -0.3% | +4.8% |
| 30D | +8.1% | +23.6% | -15.5% | -2.0% |
| 3M | -16.3% | +29.9% | -46.2% | -25.9% |
| 6M | +42.2% | +64.7% | -22.5% | +10.8% |
| YTD | -5.0% | +66.0% | -71.0% | -27.1% |
| 1Y | +20.1% | +92.0% | -71.9% | -15.5% |
| All | +20.1% | +92.4% | -72.3% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling