+143.3%
DELL vs CI
+21.2%
+122.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.4% | -12.2% | -7.7% |
| 7D | -24.6% | +3.5% | -28.1% | -23.6% |
| 30D | -32.5% | +12.6% | -45.1% | -30.3% |
| 3M | -20.2% | +12.1% | -32.3% | -17.7% |
| 6M | +76.5% | +10.6% | +65.9% | +80.1% |
| YTD | +198.9% | +12.8% | +186.1% | +205.1% |
| 1Y | +143.3% | +18.0% | +125.3% | +149.0% |
| All | +143.3% | +21.2% | +122.1% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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