-23.5%
EXE vs CAPR
+64.2%
-87.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.4% | -7.8% | +1.5% |
| 7D | -3.9% | +36.0% | -40.0% | -4.3% |
| 30D | -2.6% | +25.8% | -28.4% | -2.9% |
| 3M | -6.9% | +140.8% | -147.7% | -8.1% |
| 6M | -9.3% | -67.6% | +58.3% | -8.9% |
| YTD | -20.7% | -65.9% | +45.1% | -20.5% |
| All | -23.5% | +64.2% | -87.6% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling