+80.3%
EXE vs CP
+25.5%
+54.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +5.3% | +2.1% | +3.2% | +4.6% |
| 30D | -2.2% | +9.3% | -11.5% | -5.2% |
| 3M | -5.9% | +0.5% | -6.3% | -6.2% |
| 6M | -5.7% | +10.4% | -16.1% | -9.4% |
| YTD | -17.8% | +28.7% | -46.5% | -26.3% |
| 1Y | -23.1% | +33.2% | -56.3% | -32.0% |
| 3Y | +21.2% | +38.4% | -17.3% | -0.6% |
| All | +80.3% | +25.5% | +54.7% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling