+103.6%
EXE vs CG
+9.5%
+94.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.7% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | +6.4% | -3.2% | +9.6% | +6.9% |
| 3M | +9.2% | +6.2% | +3.0% | +7.2% |
| 6M | -7.0% | -4.7% | -2.3% | -6.9% |
| YTD | -9.5% | -20.6% | +11.2% | -6.2% |
| 1Y | +6.2% | -26.4% | +32.6% | +11.7% |
| 3Y | +20.7% | +55.4% | -34.6% | -0.7% |
| 5Y | +103.6% | +9.8% | +93.8% | +71.2% |
| All | +103.6% | +9.5% | +94.1% | +71.2% |
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