+551.0%
DELL vs CI
+53.6%
+497.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -6.0% | -3.4% |
| 7D | -18.1% | +2.6% | -20.7% | -18.1% |
| 30D | -42.9% | +7.3% | -50.2% | -42.9% |
| 3M | -26.9% | +9.5% | -36.4% | -26.9% |
| 6M | +28.8% | +6.4% | +22.3% | +28.7% |
| YTD | +168.4% | +12.0% | +156.4% | +167.3% |
| 1Y | +136.8% | +20.1% | +116.7% | +135.0% |
| 3Y | +375.3% | +9.6% | +365.8% | +360.5% |
| 5Y | +551.0% | +52.7% | +498.3% | +477.6% |
| All | +551.0% | +53.6% | +497.4% | +477.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling