+339.6%
DELL vs CL
+6.7%
+332.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.7% |
| 7D | +25.6% | -1.4% | +27.0% | +24.8% |
| 30D | +17.7% | -5.2% | +22.9% | +14.4% |
| 3M | +33.4% | +3.3% | +30.1% | +35.3% |
| 6M | +266.2% | -4.4% | +270.6% | +259.8% |
| YTD | +328.0% | +13.9% | +314.1% | +364.2% |
| 1Y | +339.6% | +7.6% | +331.9% | +365.7% |
| All | +339.6% | +6.7% | +332.9% | +365.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling