+5,698.1%
CP vs EXEL
+273.2%
+5,425.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.7% | +8.4% | -11.1% | -3.6% |
| 30D | +0.2% | +4.1% | -3.9% | -0.4% |
| 3M | +2.6% | +12.4% | -9.9% | +1.0% |
| 6M | +6.0% | +41.5% | -35.6% | +1.3% |
| YTD | +24.9% | +34.6% | -9.7% | +20.0% |
| 1Y | +20.1% | +57.9% | -37.8% | +12.8% |
| 3Y | +16.4% | +159.5% | -143.1% | +1.5% |
| 5Y | +31.7% | +198.5% | -166.7% | +11.9% |
| 10Y | +223.9% | +411.4% | -187.5% | +142.9% |
| All | +5,698.1% | +273.2% | +5,425.0% | +3,055.8% |
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