+2,901.0%
DELL vs CB
+245.8%
+2,655.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.4% | +4.2% |
| 7D | -22.6% | +0.2% | -22.8% | -22.7% |
| 30D | -43.2% | +9.1% | -52.2% | -45.0% |
| 3M | -24.8% | +3.4% | -28.2% | -26.0% |
| 6M | +38.0% | +14.1% | +23.9% | +29.3% |
| YTD | +163.7% | +18.0% | +145.7% | +143.0% |
| 1Y | +122.5% | +30.1% | +92.4% | +96.6% |
| 3Y | +377.0% | +71.8% | +305.2% | +260.0% |
| 5Y | +542.6% | +101.8% | +440.7% | +344.7% |
| 10Y | +2,554.1% | +252.1% | +2,302.0% | +1,362.2% |
| All | +2,901.0% | +245.8% | +2,655.2% | +1,558.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling