+4,681.2%
DELL vs CAG
-35.8%
+4,717.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +14.9% | -3.8% | +18.7% | +15.2% |
| 30D | +13.3% | +3.1% | +10.1% | +12.9% |
| 3M | +24.4% | +23.5% | +0.9% | +21.8% |
| 6M | +258.0% | -14.8% | +272.9% | +263.4% |
| YTD | +320.2% | -5.4% | +325.6% | +321.8% |
| 1Y | +319.1% | -11.8% | +330.9% | +323.3% |
| 3Y | +706.5% | -36.7% | +743.2% | +733.7% |
| 5Y | +1,071.9% | -40.3% | +1,112.2% | +1,118.8% |
| 10Y | +4,683.5% | -37.0% | +4,720.5% | +4,583.6% |
| All | +4,681.2% | -35.8% | +4,717.1% | +4,587.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling