+694.6%
DELL vs CG
+56.8%
+637.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.0% | +2.9% |
| 7D | +25.6% | -1.3% | +26.9% | +26.5% |
| 30D | +17.7% | -3.2% | +20.8% | +19.3% |
| 3M | +33.4% | +6.2% | +27.2% | +28.9% |
| 6M | +266.2% | -4.7% | +270.9% | +270.8% |
| YTD | +328.0% | -20.6% | +348.6% | +371.0% |
| 1Y | +339.6% | -26.4% | +365.9% | +399.1% |
| 3Y | +694.6% | +55.4% | +639.2% | +588.9% |
| All | +694.6% | +56.8% | +637.8% | +588.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling