+319.1%
DELL vs CFG
+40.4%
+278.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +14.9% | +1.5% | +13.3% | +14.4% |
| 30D | +13.3% | -3.8% | +17.1% | +13.9% |
| 3M | +24.4% | +11.5% | +12.9% | +23.2% |
| 6M | +258.0% | +19.2% | +238.8% | +250.5% |
| YTD | +320.2% | +23.7% | +296.5% | +306.0% |
| 1Y | +319.1% | +38.8% | +280.2% | +288.4% |
| All | +319.1% | +40.4% | +278.7% | +288.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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