+2.7%
EXE vs CG
-30.6%
+33.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +0.1% |
| 7D | -2.2% | -9.8% | +7.6% | -2.8% |
| 30D | -0.8% | -10.3% | +9.5% | -1.4% |
| 3M | +10.0% | -1.7% | +11.7% | +9.9% |
| 6M | -6.3% | -9.8% | +3.5% | -6.9% |
| YTD | -10.7% | -25.6% | +14.9% | -13.1% |
| 1Y | +2.7% | -32.5% | +35.2% | -2.9% |
| All | +2.7% | -30.6% | +33.2% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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