+400.9%
DELL vs CFG
+182.2%
+218.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.5% | +4.1% |
| 7D | -11.8% | +0.3% | -12.1% | -11.8% |
| 30D | -40.8% | +3.2% | -44.0% | -41.5% |
| 3M | -23.6% | -9.7% | -13.9% | -20.0% |
| 6M | +33.4% | +3.6% | +29.7% | +31.4% |
| YTD | +178.0% | +14.7% | +163.3% | +160.2% |
| 1Y | +138.6% | +29.6% | +109.0% | +111.0% |
| 3Y | +400.9% | +190.6% | +210.3% | +305.6% |
| All | +400.9% | +182.2% | +218.7% | +305.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling