+4,062.5%
DELL vs CL
+51.8%
+4,010.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +25.6% | -1.4% | +27.0% | +25.9% |
| 30D | +17.7% | -5.2% | +22.9% | +18.7% |
| 3M | +33.4% | +3.3% | +30.1% | +32.1% |
| 6M | +266.2% | -4.4% | +270.6% | +267.1% |
| YTD | +328.0% | +13.9% | +314.1% | +312.1% |
| 1Y | +339.6% | +7.6% | +331.9% | +328.1% |
| 3Y | +694.6% | +29.6% | +665.0% | +591.2% |
| 5Y | +1,122.0% | +28.1% | +1,093.9% | +959.9% |
| 10Y | +4,062.5% | +53.4% | +4,009.1% | +3,307.1% |
| All | +4,062.5% | +51.8% | +4,010.6% | +3,307.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling