+2,876.0%
DELL vs CL
+84.7%
+2,791.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +17.1% | -0.8% | +17.9% | +17.2% |
| 30D | -35.1% | +9.5% | -44.5% | -36.0% |
| 3M | -23.3% | +6.6% | -29.9% | -24.1% |
| 6M | +55.8% | +13.2% | +42.6% | +51.6% |
| YTD | +198.0% | +26.9% | +171.1% | +181.9% |
| 1Y | +166.6% | +27.6% | +139.0% | +151.7% |
| 3Y | +427.6% | +39.1% | +388.5% | +358.2% |
| 5Y | +630.6% | +41.3% | +589.3% | +525.0% |
| All | +2,876.0% | +84.7% | +2,791.3% | +2,279.8% |
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