+4,681.2%
DELL vs CG
+347.8%
+4,333.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.2% |
| 7D | +14.9% | -4.3% | +19.2% | +17.3% |
| 30D | +13.3% | -5.1% | +18.4% | +15.8% |
| 3M | +24.4% | +8.7% | +15.7% | +19.4% |
| 6M | +258.0% | -9.2% | +267.2% | +269.8% |
| YTD | +320.2% | -18.9% | +339.0% | +352.1% |
| 1Y | +319.1% | -25.6% | +344.7% | +365.1% |
| 3Y | +706.5% | +57.3% | +649.3% | +537.3% |
| 5Y | +1,071.9% | +10.2% | +1,061.8% | +918.5% |
| 10Y | +4,683.5% | +364.2% | +4,319.3% | +2,408.6% |
| All | +4,681.2% | +347.8% | +4,333.5% | +2,499.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling