+388.0%
DELL vs CL
+40.9%
+347.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.8% | -9.0% | -6.0% |
| 7D | +4.9% | +3.2% | +1.6% | +7.0% |
| 30D | -32.1% | +8.0% | -40.1% | -28.1% |
| 3M | -30.2% | +7.9% | -38.1% | -25.9% |
| 6M | +41.7% | +14.7% | +27.0% | +56.2% |
| YTD | +176.6% | +29.2% | +147.4% | +225.8% |
| 1Y | +159.9% | +29.5% | +130.4% | +207.1% |
| 3Y | +388.0% | +40.7% | +347.3% | +465.7% |
| All | +388.0% | +40.9% | +347.0% | +465.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling