+57.7%
CVE vs EXEL
+231.1%
-173.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.6% |
| 7D | -16.1% | +0.3% | -16.4% | -16.1% |
| 30D | -10.4% | +19.0% | -29.4% | -10.0% |
| 3M | -2.4% | +33.3% | -35.6% | -1.7% |
| 6M | -4.4% | +42.9% | -47.3% | -3.8% |
| YTD | +64.9% | +58.7% | +6.2% | +65.8% |
| 1Y | +66.0% | +70.5% | -4.5% | +66.7% |
| 3Y | +57.7% | +233.8% | -176.2% | +51.0% |
| All | +57.7% | +231.1% | -173.5% | +51.0% |
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