+630.6%
DELL vs CF
+117.5%
+513.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.8% |
| 7D | +17.1% | +5.4% | +11.8% | +16.6% |
| 30D | -35.1% | +6.5% | -41.6% | -35.5% |
| 3M | -23.3% | +4.6% | -27.9% | -23.7% |
| 6M | +55.8% | -3.3% | +59.1% | +56.1% |
| YTD | +198.0% | +63.9% | +134.1% | +168.2% |
| 1Y | +166.6% | +50.4% | +116.1% | +143.7% |
| 3Y | +427.6% | +68.2% | +359.4% | +362.0% |
| 5Y | +630.6% | +113.8% | +516.8% | +505.7% |
| All | +630.6% | +117.5% | +513.1% | +505.7% |
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 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