+697.3%
DELL vs CB
+74.3%
+623.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +0.9% |
| 7D | +14.9% | +0.5% | +14.4% | +15.0% |
| 30D | +13.3% | -3.1% | +16.4% | +12.2% |
| 3M | +24.4% | +9.0% | +15.4% | +26.6% |
| 6M | +258.0% | +2.9% | +255.2% | +263.2% |
| YTD | +320.2% | +10.1% | +310.1% | +328.4% |
| 1Y | +319.1% | +22.8% | +296.3% | +330.2% |
| All | +697.3% | +74.3% | +623.0% | +671.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling