-54.2%
COMP vs EXEL
+201.9%
-256.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.6% | -2.6% | -6.0% |
| 7D | -1.8% | +3.8% | -5.6% | -3.3% |
| 30D | -0.8% | +17.8% | -18.5% | -6.9% |
| 3M | -28.1% | +21.2% | -49.3% | -33.6% |
| 6M | +27.0% | +54.7% | -27.7% | +6.4% |
| YTD | -12.8% | +56.8% | -69.5% | -27.8% |
| 1Y | +4.9% | +70.2% | -65.3% | -16.1% |
| 3Y | +321.0% | +227.2% | +93.8% | +131.3% |
| 5Y | -25.6% | +254.9% | -280.5% | -61.6% |
| All | -54.2% | +201.9% | -256.1% | -75.9% |
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