+1.2%
EXE vs CAPR
+37.0%
-35.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | -3.1% | -11.0% | +7.8% | -3.0% |
| 30D | -0.9% | +99.8% | -100.7% | -2.0% |
| 3M | +9.6% | -66.6% | +76.1% | +10.1% |
| 6M | -11.6% | -75.1% | +63.5% | -10.9% |
| YTD | -12.6% | -71.0% | +58.4% | -12.1% |
| 1Y | +1.2% | +30.0% | -28.8% | -2.0% |
| All | +1.2% | +37.0% | -35.8% | -2.0% |
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