+122.5%
DELL vs CF
+46.5%
+76.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.8% |
| 7D | -22.6% | -3.2% | -19.4% | -22.6% |
| 30D | -43.2% | +4.3% | -47.5% | -42.5% |
| 3M | -24.8% | +2.8% | -27.6% | -23.6% |
| 6M | +38.0% | +0.6% | +37.4% | +40.6% |
| YTD | +163.7% | +56.6% | +107.1% | +122.7% |
| 1Y | +122.5% | +49.6% | +72.9% | +95.8% |
| All | +122.5% | +46.5% | +76.0% | +95.8% |
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