+26.7%
CP vs EXEL
+231.1%
-204.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -1.8% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | +10.2% | +19.0% | -8.8% | +8.5% |
| 3M | +2.4% | +33.3% | -30.9% | -0.3% |
| 6M | +7.7% | +42.9% | -35.2% | +4.1% |
| YTD | +26.0% | +58.7% | -32.7% | +20.2% |
| 1Y | +34.6% | +70.5% | -35.9% | +27.5% |
| 3Y | +26.7% | +233.8% | -207.1% | +8.2% |
| All | +26.7% | +231.1% | -204.4% | +8.2% |
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 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