+129.2%
DELL vs CBRS
-45.2%
+174.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +11.9% |
| 7D | +8.2% | -8.6% | +16.9% | +9.4% |
| 30D | +17.1% | -26.8% | +43.8% | +19.9% |
| 3M | +45.2% | -15.3% | +60.4% | +41.2% |
| All | +129.2% | -45.2% | +174.4% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 CBRS 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 · Available span rolling