+150.1%
EXE vs CP
+37.2%
+112.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | -2.2% | +2.8% | -5.0% | -3.1% |
| 30D | -0.3% | +11.0% | -11.4% | -3.7% |
| 3M | -9.3% | +3.8% | -13.2% | -10.7% |
| 6M | -7.2% | +9.5% | -16.7% | -10.5% |
| YTD | -18.9% | +28.2% | -47.1% | -26.8% |
| 1Y | -21.7% | +33.0% | -54.6% | -30.3% |
| 3Y | +21.0% | +35.5% | -14.6% | +2.3% |
| 5Y | +76.0% | +25.8% | +50.2% | +51.0% |
| All | +150.1% | +37.2% | +112.9% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling