+1,145.9%
DELL vs CDE
+196.4%
+949.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.2% | +10.8% | +11.8% |
| 7D | +8.2% | -3.1% | +11.3% | +8.9% |
| 30D | +17.1% | +9.5% | +7.6% | +14.9% |
| 3M | +45.2% | +25.5% | +19.7% | +38.1% |
| 6M | +286.8% | -7.9% | +294.7% | +286.2% |
| YTD | +354.8% | +15.6% | +339.2% | +334.6% |
| 1Y | +358.3% | +34.0% | +324.2% | +322.9% |
| 3Y | +724.9% | +791.9% | -67.0% | +444.7% |
| All | +1,145.9% | +196.4% | +949.5% | +769.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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