+178.5%
EXE vs CG
+48.9%
+129.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.8% |
| 7D | -0.3% | -4.3% | +4.1% | +0.6% |
| 30D | +8.5% | -5.1% | +13.5% | +9.5% |
| 3M | +5.5% | +8.7% | -3.2% | +3.0% |
| 6M | -5.9% | -9.2% | +3.3% | -4.7% |
| YTD | -9.7% | -18.9% | +9.1% | -6.9% |
| 1Y | +3.6% | -25.6% | +29.2% | +8.8% |
| 3Y | +18.0% | +57.3% | -39.2% | -3.0% |
| 5Y | +109.4% | +10.2% | +99.3% | +78.1% |
| All | +178.5% | +48.9% | +129.6% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling