+1,055.3%
DELL vs CFG
+96.1%
+959.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.7% | -5.5% |
| 7D | -1.9% | -1.7% | -0.2% | -1.2% |
| 30D | +14.9% | -4.6% | +19.5% | +17.5% |
| 3M | +37.2% | +7.9% | +29.3% | +32.9% |
| 6M | +254.0% | +19.9% | +234.1% | +226.6% |
| YTD | +306.1% | +21.7% | +284.4% | +270.0% |
| 1Y | +312.3% | +38.4% | +273.8% | +252.9% |
| 3Y | +654.0% | +187.0% | +467.0% | +368.3% |
| 5Y | +1,055.3% | +99.5% | +955.8% | +725.7% |
| All | +1,055.3% | +96.1% | +959.2% | +725.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling