+1,085.7%
DELL vs CF
+227.0%
+858.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.9% |
| 7D | +14.9% | +6.0% | +8.9% | +14.1% |
| 30D | +13.3% | +14.8% | -1.6% | +11.5% |
| 3M | +24.4% | +14.1% | +10.3% | +22.2% |
| 6M | +258.0% | +28.5% | +229.5% | +238.0% |
| YTD | +320.2% | +74.9% | +245.2% | +274.4% |
| 1Y | +319.1% | +61.7% | +257.4% | +278.0% |
| 3Y | +706.5% | +80.3% | +626.2% | +596.7% |
| All | +1,085.7% | +227.0% | +858.7% | +750.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling