+3,063.4%
DELL vs CL
+67.7%
+2,995.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +5.3% |
| 7D | -11.8% | +0.5% | -12.4% | -11.9% |
| 30D | -40.8% | +11.6% | -52.4% | -41.9% |
| 3M | -23.6% | +5.6% | -29.2% | -24.3% |
| 6M | +33.4% | +13.2% | +20.2% | +29.8% |
| YTD | +178.0% | +26.9% | +151.1% | +163.2% |
| 1Y | +138.6% | +27.3% | +111.2% | +125.4% |
| 3Y | +400.9% | +39.7% | +361.2% | +335.2% |
| 5Y | +580.7% | +41.3% | +539.4% | +483.9% |
| 10Y | +2,655.3% | +76.3% | +2,579.0% | +2,094.9% |
| All | +3,063.4% | +67.7% | +2,995.8% | +2,424.2% |
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