+143.3%
DELL vs CF
+35.9%
+107.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.4% | -4.4% | -9.4% |
| 7D | -24.6% | -6.9% | -17.7% | -25.2% |
| 30D | -32.5% | -3.7% | -28.7% | -32.7% |
| 3M | -20.2% | -5.0% | -15.2% | -20.2% |
| 6M | +76.5% | -10.5% | +86.9% | +77.7% |
| YTD | +198.9% | +46.5% | +152.4% | +148.2% |
| 1Y | +143.3% | +34.8% | +108.5% | +115.7% |
| All | +143.3% | +35.9% | +107.4% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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 · 6 months rolling