+2,901.0%
DELL vs CL
+65.3%
+2,835.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.8% | +3.9% |
| 7D | -22.6% | +1.3% | -23.9% | -22.8% |
| 30D | -43.2% | +11.4% | -54.5% | -44.2% |
| 3M | -24.8% | +4.4% | -29.2% | -25.4% |
| 6M | +38.0% | +10.8% | +27.2% | +34.7% |
| YTD | +163.7% | +25.1% | +138.6% | +150.0% |
| 1Y | +122.5% | +28.0% | +94.6% | +109.7% |
| 3Y | +377.0% | +37.6% | +339.3% | +315.2% |
| 5Y | +542.6% | +39.7% | +502.9% | +451.4% |
| 10Y | +2,554.1% | +75.8% | +2,478.3% | +2,016.6% |
| All | +2,901.0% | +65.3% | +2,835.7% | +2,298.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling