+61.1%
EXE vs CG
-16.4%
+77.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.6% | -5.0% | +0.3% |
| 7D | -3.9% | +3.0% | -7.0% | -4.6% |
| 30D | -2.6% | +10.1% | -12.7% | -4.7% |
| 3M | -6.9% | -10.8% | +4.0% | -5.0% |
| 6M | -9.3% | -15.2% | +5.9% | -6.9% |
| YTD | -20.7% | -26.9% | +6.2% | -16.7% |
| 1Y | -21.8% | -17.0% | -4.8% | -20.5% |
| 3Y | +16.2% | +54.6% | -38.4% | -4.8% |
| 5Y | +61.1% | -16.7% | +77.8% | +49.3% |
| All | +61.1% | -16.4% | +77.5% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling