+159.9%
DELL vs CFG
+28.3%
+131.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.6% | -7.8% | -7.4% |
| 7D | +4.9% | +3.2% | +1.7% | +3.7% |
| 30D | -32.1% | +5.1% | -37.2% | -33.0% |
| 3M | -30.2% | -11.2% | -19.0% | -28.0% |
| 6M | +41.7% | +9.6% | +32.1% | +41.3% |
| YTD | +176.6% | +15.0% | +161.6% | +161.5% |
| 1Y | +159.9% | +29.9% | +130.1% | +120.1% |
| All | +159.9% | +28.3% | +131.6% | +120.1% |
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