+38.4%
CP vs EXEL
+230.5%
-192.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +2.1% | -0.8% | +3.0% | +2.2% |
| 30D | +9.3% | +13.1% | -3.8% | +8.1% |
| 3M | +0.5% | +36.3% | -35.9% | -2.4% |
| 6M | +10.4% | +34.5% | -24.1% | +7.3% |
| YTD | +28.7% | +57.4% | -28.7% | +22.9% |
| 1Y | +33.2% | +62.9% | -29.7% | +26.6% |
| 3Y | +38.4% | +229.5% | -191.1% | +17.7% |
| All | +38.4% | +230.5% | -192.0% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling