+2,566.3%
DELL vs CL
+78.1%
+2,488.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -18.1% | +2.6% | -20.7% | -18.4% |
| 30D | -42.9% | +11.8% | -54.6% | -43.9% |
| 3M | -26.9% | +5.9% | -32.8% | -27.6% |
| 6M | +28.8% | +13.3% | +15.4% | +25.3% |
| YTD | +168.4% | +27.1% | +141.3% | +153.9% |
| 1Y | +136.8% | +28.0% | +108.8% | +123.4% |
| 3Y | +375.3% | +39.4% | +336.0% | +312.7% |
| 5Y | +551.0% | +40.8% | +510.3% | +458.1% |
| 10Y | +2,566.3% | +84.9% | +2,481.4% | +2,030.2% |
| All | +2,566.3% | +78.1% | +2,488.2% | +2,030.2% |
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