+3,922.7%
DELL vs CG
+321.9%
+3,600.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -3.0% | -4.3% |
| 7D | -1.9% | -9.8% | +7.9% | +2.6% |
| 30D | +14.9% | -10.3% | +25.2% | +20.3% |
| 3M | +37.2% | -1.7% | +38.9% | +37.6% |
| 6M | +254.0% | -9.8% | +263.8% | +266.7% |
| YTD | +306.1% | -25.6% | +331.7% | +353.5% |
| 1Y | +312.3% | -32.5% | +344.8% | +377.2% |
| 3Y | +654.0% | +45.6% | +608.4% | +516.4% |
| 5Y | +1,055.3% | +3.7% | +1,051.7% | +931.4% |
| All | +3,922.7% | +321.9% | +3,600.8% | +2,160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling