+377.0%
DELL vs CF
+57.7%
+319.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.7% |
| 7D | -22.6% | -3.2% | -19.4% | -22.5% |
| 30D | -43.2% | +4.3% | -47.5% | -43.1% |
| 3M | -24.8% | +2.8% | -27.6% | -24.6% |
| 6M | +38.0% | +0.6% | +37.4% | +38.2% |
| YTD | +163.7% | +56.6% | +107.1% | +142.9% |
| 1Y | +122.5% | +49.6% | +72.9% | +106.7% |
| 3Y | +377.0% | +61.5% | +315.5% | +320.4% |
| All | +377.0% | +57.7% | +319.2% | +320.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling