+143.3%
DELL vs CB
+34.9%
+108.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.1% | -10.9% | -6.7% |
| 7D | -24.6% | +5.3% | -29.8% | -20.3% |
| 30D | -32.5% | +13.2% | -45.7% | -23.7% |
| 3M | -20.2% | +7.8% | -28.0% | -13.7% |
| 6M | +76.5% | +15.8% | +60.7% | +107.2% |
| YTD | +198.9% | +21.0% | +178.0% | +253.6% |
| 1Y | +143.3% | +32.2% | +111.1% | +199.8% |
| All | +143.3% | +34.9% | +108.5% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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