+104.7%
DELL vs CBRS
-45.3%
+150.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.9% | -5.0% |
| 7D | -1.9% | +0.5% | -2.4% | -2.0% |
| 30D | +14.9% | -18.5% | +33.4% | +16.5% |
| 3M | +37.2% | -19.4% | +56.6% | +32.1% |
| All | +104.7% | -45.3% | +150.0% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling