+143.3%
DELL vs CG
-14.1%
+157.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.5% | -13.3% | -9.8% |
| 7D | -24.6% | +9.4% | -34.0% | -26.4% |
| 30D | -32.5% | +8.7% | -41.2% | -33.9% |
| 3M | -20.2% | -15.0% | -5.2% | -16.0% |
| 6M | +76.5% | -13.2% | +89.7% | +84.2% |
| YTD | +198.9% | -26.2% | +225.1% | +229.4% |
| 1Y | +143.3% | -14.1% | +157.4% | +134.7% |
| All | +143.3% | -14.1% | +157.4% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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