+106.6%
EXE vs CP
+32.0%
+74.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.3% | -2.7% | +2.4% | +0.6% |
| 30D | +8.5% | +0.2% | +8.3% | +8.2% |
| 3M | +5.5% | +2.6% | +2.9% | +4.2% |
| 6M | -5.9% | +6.0% | -11.9% | -8.5% |
| YTD | -9.7% | +24.9% | -34.7% | -18.2% |
| 1Y | +3.6% | +20.1% | -16.5% | -4.7% |
| 3Y | +18.0% | +16.4% | +1.6% | +6.9% |
| All | +106.6% | +32.0% | +74.6% | +67.2% |
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