+346.9%
DELL vs CFG
+38.1%
+308.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +8.7% | -0.6% | +9.3% | +8.9% |
| 30D | +16.9% | -4.5% | +21.4% | +17.9% |
| 3M | +40.4% | +6.3% | +34.1% | +40.2% |
| 6M | +267.1% | +20.6% | +246.5% | +260.3% |
| YTD | +329.1% | +21.2% | +307.9% | +317.3% |
| 1Y | +346.9% | +38.2% | +308.7% | +325.5% |
| All | +346.9% | +38.1% | +308.8% | +325.5% |
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