+552.2%
DELL vs CL
+39.7%
+512.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.8% | +3.1% |
| 7D | -22.6% | +1.3% | -23.9% | -22.2% |
| 30D | -43.2% | +11.4% | -54.5% | -41.7% |
| 3M | -24.8% | +4.4% | -29.2% | -23.7% |
| 6M | +38.0% | +10.8% | +27.2% | +41.3% |
| YTD | +163.7% | +25.1% | +138.6% | +173.1% |
| 1Y | +122.5% | +28.0% | +94.6% | +130.8% |
| 3Y | +377.0% | +37.6% | +339.3% | +346.7% |
| All | +552.2% | +39.7% | +512.5% | +497.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling