+143.3%
DELL vs CFG
+34.2%
+109.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.4% | -11.2% | -9.5% |
| 7D | -24.6% | +1.8% | -26.4% | -25.0% |
| 30D | -32.5% | +3.3% | -35.8% | -33.2% |
| 3M | -20.2% | -9.8% | -10.4% | -18.1% |
| 6M | +76.5% | +5.2% | +71.3% | +77.7% |
| YTD | +198.9% | +16.1% | +182.8% | +179.4% |
| 1Y | +143.3% | +33.7% | +109.7% | +97.4% |
| All | +143.3% | +34.2% | +109.1% | +97.4% |
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