+8.0%
EXE vs CP
+26.5%
-18.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -6.6% | +2.8% | -9.3% | -6.8% |
| 30D | -4.0% | +10.2% | -14.2% | -4.9% |
| 3M | -7.5% | +2.4% | -9.8% | -7.7% |
| 6M | -11.7% | +7.7% | -19.3% | -12.5% |
| YTD | -22.0% | +26.0% | -48.0% | -24.7% |
| 1Y | -21.8% | +34.6% | -56.4% | -25.4% |
| 3Y | +8.0% | +26.7% | -18.7% | +0.2% |
| All | +8.0% | +26.5% | -18.5% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling