+61.3%
EXE vs CP
+24.4%
+37.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | -6.6% | +2.8% | -9.3% | -7.5% |
| 30D | -4.0% | +10.2% | -14.2% | -7.2% |
| 3M | -7.5% | +2.4% | -9.8% | -8.4% |
| 6M | -11.7% | +7.7% | -19.3% | -14.4% |
| YTD | -22.0% | +26.0% | -48.0% | -29.5% |
| 1Y | -21.8% | +34.6% | -56.4% | -31.3% |
| 3Y | +8.0% | +26.7% | -18.7% | -7.0% |
| All | +61.3% | +24.4% | +37.0% | +37.6% |
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 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