+2,566.3%
DELL vs CB
+246.9%
+2,319.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -4.0% |
| 7D | -18.1% | +0.7% | -18.8% | -18.4% |
| 30D | -42.9% | +8.2% | -51.0% | -44.6% |
| 3M | -26.9% | +6.3% | -33.2% | -28.7% |
| 6M | +28.8% | +16.2% | +12.6% | +19.8% |
| YTD | +168.4% | +19.3% | +149.1% | +146.1% |
| 1Y | +136.8% | +29.2% | +107.6% | +109.8% |
| 3Y | +375.3% | +71.4% | +303.9% | +258.4% |
| 5Y | +551.0% | +104.2% | +446.8% | +346.5% |
| 10Y | +2,566.3% | +246.7% | +2,319.6% | +1,361.0% |
| All | +2,566.3% | +246.9% | +2,319.4% | +1,361.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling