+159.5%
CVE vs EXEL
+281.2%
-121.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | +5.9% | -0.8% | +6.8% | +6.0% |
| 30D | -10.9% | +13.1% | -24.0% | -11.2% |
| 3M | -4.5% | +36.3% | -40.9% | -5.4% |
| 6M | -1.0% | +34.5% | -35.5% | -2.0% |
| YTD | +74.7% | +57.4% | +17.3% | +71.3% |
| 1Y | +65.8% | +62.9% | +2.9% | +62.1% |
| 3Y | +73.2% | +229.5% | -156.3% | +55.3% |
| All | +159.5% | +281.2% | -121.7% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling