+62.8%
CVE vs EXEL
+817.4%
-754.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.8% | -2.0% |
| 7D | -14.1% | +3.8% | -17.9% | -14.5% |
| 30D | -11.6% | +17.8% | -29.4% | -13.6% |
| 3M | 0.0% | +21.2% | -21.1% | -2.8% |
| 6M | -8.4% | +54.7% | -63.1% | -14.3% |
| YTD | +65.9% | +56.8% | +9.1% | +54.5% |
| 1Y | +69.4% | +70.2% | -0.8% | +55.8% |
| 3Y | +55.9% | +227.2% | -171.3% | +27.3% |
| 5Y | +146.2% | +254.9% | -108.7% | +95.6% |
| 10Y | +140.6% | +476.9% | -336.3% | +73.4% |
| All | +62.8% | +817.4% | -754.6% | -11.5% |
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