+2,876.0%
DELL vs CFG
+214.3%
+2,661.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +17.1% | +1.6% | +15.5% | +16.5% |
| 30D | -35.1% | +3.3% | -38.4% | -35.8% |
| 3M | -23.3% | -11.5% | -11.7% | -19.4% |
| 6M | +55.8% | +6.2% | +49.6% | +52.0% |
| YTD | +198.0% | +14.3% | +183.7% | +181.6% |
| 1Y | +166.6% | +26.7% | +139.8% | +142.2% |
| 3Y | +427.6% | +187.8% | +239.9% | +248.4% |
| 5Y | +630.6% | +61.3% | +569.3% | +482.5% |
| All | +2,876.0% | +214.3% | +2,661.7% | +1,676.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling