+223.2%
CP vs EXEL
+380.2%
-157.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | +2.4% | +1.4% | +1.1% | +2.2% |
| 30D | -0.5% | +6.7% | -7.2% | -1.5% |
| 3M | +1.4% | +11.5% | -10.0% | -0.2% |
| 6M | +10.3% | +38.8% | -28.5% | +5.1% |
| YTD | +24.3% | +31.6% | -7.3% | +19.0% |
| 1Y | +20.4% | +53.0% | -32.6% | +12.6% |
| 3Y | +21.8% | +160.8% | -139.1% | +3.6% |
| 5Y | +31.5% | +190.1% | -158.6% | +8.7% |
| 10Y | +223.2% | +367.0% | -143.7% | +156.2% |
| All | +223.2% | +380.2% | -157.0% | +156.2% |
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