+4,681.2%
DELL vs CI
+137.9%
+4,543.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +14.9% | +1.3% | +13.6% | +14.4% |
| 30D | +13.3% | +4.4% | +8.8% | +12.0% |
| 3M | +24.4% | +0.7% | +23.7% | +23.4% |
| 6M | +258.0% | +0.3% | +257.7% | +254.3% |
| YTD | +320.2% | +3.8% | +316.4% | +311.3% |
| 1Y | +319.1% | -5.5% | +324.6% | +316.9% |
| 3Y | +706.5% | +8.1% | +698.4% | +627.4% |
| 5Y | +1,071.9% | +42.8% | +1,029.1% | +824.3% |
| 10Y | +4,683.5% | +143.9% | +4,539.6% | +3,157.8% |
| All | +4,681.2% | +137.9% | +4,543.4% | +3,170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling