+136.8%
DELL vs CI
+18.7%
+118.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -6.0% | -2.6% |
| 7D | -18.1% | +2.6% | -20.7% | -17.2% |
| 30D | -42.9% | +7.3% | -50.2% | -41.4% |
| 3M | -26.9% | +9.5% | -36.4% | -24.8% |
| 6M | +28.8% | +6.4% | +22.3% | +32.8% |
| YTD | +168.4% | +12.0% | +156.4% | +175.2% |
| 1Y | +136.8% | +20.1% | +116.7% | +146.4% |
| All | +136.8% | +18.7% | +118.1% | +146.4% |
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