+4,177.7%
DELL vs CFG
+308.1%
+3,869.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.6% |
| 7D | +8.7% | -0.6% | +9.3% | +9.0% |
| 30D | +16.9% | -4.5% | +21.4% | +19.2% |
| 3M | +40.4% | +6.3% | +34.1% | +37.3% |
| 6M | +267.1% | +20.6% | +246.5% | +241.4% |
| YTD | +329.1% | +21.2% | +307.9% | +296.5% |
| 1Y | +346.9% | +38.2% | +308.7% | +291.5% |
| 3Y | +696.6% | +185.9% | +510.7% | +426.3% |
| 5Y | +1,106.2% | +97.0% | +1,009.2% | +796.6% |
| 10Y | +4,177.7% | +306.8% | +3,870.9% | +2,320.8% |
| All | +4,177.7% | +308.1% | +3,869.6% | +2,320.8% |
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