+258.0%
DELL vs CL
-6.1%
+264.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +0.7% |
| 7D | +14.9% | -2.2% | +17.1% | +13.4% |
| 30D | +13.3% | -4.8% | +18.1% | +9.9% |
| 3M | +24.4% | +4.9% | +19.5% | +26.7% |
| 6M | +258.0% | -5.7% | +263.7% | +256.0% |
| All | +258.0% | -6.1% | +264.1% | +256.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling