+1,120.6%
DELL vs CAG
-41.2%
+1,161.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.2% |
| 7D | +8.7% | -6.6% | +15.4% | +8.0% |
| 30D | +16.9% | +2.3% | +14.6% | +17.1% |
| 3M | +40.4% | +16.3% | +24.1% | +42.1% |
| 6M | +267.1% | -16.0% | +283.1% | +267.5% |
| YTD | +329.1% | -7.7% | +336.8% | +332.0% |
| 1Y | +346.9% | -16.0% | +363.0% | +347.6% |
| 3Y | +696.6% | -37.7% | +734.3% | +680.6% |
| All | +1,120.6% | -41.2% | +1,161.9% | +1,111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling