+1,122.0%
DELL vs CB
+98.8%
+1,023.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.0% |
| 7D | +25.6% | -0.6% | +26.2% | +25.7% |
| 30D | +17.7% | -3.9% | +21.6% | +18.2% |
| 3M | +33.4% | +4.9% | +28.5% | +31.2% |
| 6M | +266.2% | +3.3% | +262.9% | +260.5% |
| YTD | +328.0% | +8.5% | +319.5% | +314.9% |
| 1Y | +339.6% | +22.1% | +317.5% | +309.9% |
| 3Y | +694.6% | +70.1% | +624.5% | +506.4% |
| 5Y | +1,122.0% | +97.4% | +1,024.6% | +767.1% |
| All | +1,122.0% | +98.8% | +1,023.1% | +767.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling