+636.7%
DELL vs CAG
-39.3%
+676.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.7% | -2.6% | -6.0% |
| 7D | -1.9% | -5.9% | +4.0% | -3.3% |
| 30D | +14.9% | -1.5% | +16.4% | +14.5% |
| 3M | +37.2% | +11.5% | +25.8% | +40.8% |
| 6M | +254.0% | -15.7% | +269.7% | +246.9% |
| YTD | +306.1% | -10.2% | +316.3% | +305.1% |
| 1Y | +312.3% | -18.1% | +330.3% | +301.8% |
| All | +636.7% | -39.3% | +676.0% | +582.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling