+429.3%
DELL vs CF
+66.4%
+362.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.7% | +11.0% | +11.8% |
| 7D | +0.4% | +10.4% | -10.0% | +0.6% |
| 30D | -35.1% | +7.6% | -42.7% | -34.9% |
| 3M | -15.1% | +5.2% | -20.3% | -14.8% |
| 6M | +51.7% | -0.1% | +51.8% | +52.7% |
| YTD | +200.0% | +61.7% | +138.3% | +176.6% |
| 1Y | +172.1% | +50.3% | +121.8% | +153.9% |
| All | +429.3% | +66.4% | +362.9% | +366.6% |
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