+4,770.1%
DELL vs CAH
+283.3%
+4,486.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.6% |
| 7D | +25.6% | +0.5% | +25.1% | +25.5% |
| 30D | +17.7% | +1.7% | +15.9% | +17.0% |
| 3M | +33.4% | +17.9% | +15.6% | +26.7% |
| 6M | +266.2% | +10.9% | +255.3% | +252.6% |
| YTD | +328.0% | +17.9% | +310.1% | +302.4% |
| 1Y | +339.6% | +61.7% | +277.9% | +269.5% |
| 3Y | +694.6% | +183.7% | +510.9% | +445.5% |
| 5Y | +1,122.0% | +401.3% | +720.7% | +587.7% |
| 10Y | +4,062.5% | +293.7% | +3,768.8% | +2,188.5% |
| All | +4,770.1% | +283.3% | +4,486.7% | +2,624.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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