+4,404.4%
DELL vs CAG
-36.2%
+4,440.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.7% | +12.7% | +12.0% |
| 7D | +8.2% | -5.7% | +13.9% | +8.7% |
| 30D | +17.1% | -2.4% | +19.5% | +17.1% |
| 3M | +45.2% | +9.8% | +35.4% | +43.5% |
| 6M | +286.8% | -10.8% | +297.6% | +290.0% |
| YTD | +354.8% | -10.8% | +365.6% | +358.4% |
| 1Y | +358.3% | -19.0% | +377.2% | +366.1% |
| 3Y | +724.9% | -39.7% | +764.6% | +755.1% |
| 5Y | +1,193.7% | -43.0% | +1,236.7% | +1,248.7% |
| All | +4,404.4% | -36.2% | +4,440.6% | +4,310.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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