-8.7%
COMP vs EXEL
+281.2%
-289.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | 0.0% | -0.8% | +0.8% | +0.5% |
| 30D | +16.6% | +13.1% | +3.4% | +10.6% |
| 3M | -23.5% | +36.3% | -59.9% | -33.3% |
| 6M | +25.7% | +34.5% | -8.8% | +9.4% |
| YTD | -3.4% | +57.4% | -60.8% | -22.0% |
| 1Y | +7.6% | +62.9% | -55.3% | -14.8% |
| 3Y | +423.6% | +229.5% | +194.1% | +149.5% |
| All | -8.7% | +281.2% | -289.9% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling