+358.3%
DELL vs CAG
-18.8%
+377.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.7% | +12.7% | +11.8% |
| 7D | +8.2% | -5.7% | +13.9% | +7.0% |
| 30D | +17.1% | -2.4% | +19.5% | +16.3% |
| 3M | +45.2% | +9.8% | +35.4% | +46.3% |
| 6M | +286.8% | -10.8% | +297.6% | +293.6% |
| YTD | +354.8% | -10.8% | +365.6% | +370.1% |
| 1Y | +358.3% | -19.0% | +377.2% | +388.3% |
| All | +358.3% | -18.8% | +377.0% | +388.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling