+136.8%
DELL vs CFG
+28.5%
+108.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -18.1% | +0.7% | -18.8% | -18.1% |
| 30D | -42.9% | +2.8% | -45.6% | -43.2% |
| 3M | -26.9% | -10.1% | -16.8% | -24.4% |
| 6M | +28.8% | +3.2% | +25.6% | +30.6% |
| YTD | +168.4% | +14.2% | +154.2% | +151.6% |
| 1Y | +136.8% | +27.4% | +109.4% | +96.7% |
| All | +136.8% | +28.5% | +108.3% | +96.7% |
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