+89.9%
CVE vs EXEL
+687.9%
-597.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +2.5% | +8.4% | -5.9% | +1.4% |
| 30D | +16.7% | +4.1% | +12.7% | +15.9% |
| 3M | +9.3% | +12.4% | -3.2% | +7.2% |
| 6M | +43.6% | +41.5% | +2.1% | +35.9% |
| YTD | +93.6% | +34.6% | +59.0% | +84.2% |
| 1Y | +98.8% | +57.9% | +40.9% | +84.2% |
| 3Y | +73.6% | +159.5% | -85.9% | +46.2% |
| 5Y | +312.5% | +198.5% | +114.0% | +235.4% |
| 10Y | +161.0% | +411.4% | -250.3% | +90.1% |
| All | +89.9% | +687.9% | -597.9% | +5.5% |
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