+2,765.2%
DELL vs CLBK
+66.9%
+2,698.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +25.6% | +1.1% | +24.5% | +25.2% |
| 30D | +17.7% | +7.8% | +9.9% | +15.0% |
| 3M | +33.4% | +23.9% | +9.6% | +23.9% |
| 6M | +266.2% | +42.3% | +223.9% | +224.2% |
| YTD | +328.0% | +65.4% | +262.6% | +259.5% |
| 1Y | +339.6% | +70.3% | +269.3% | +263.7% |
| 3Y | +694.6% | +54.5% | +640.1% | +559.6% |
| 5Y | +1,122.0% | +43.1% | +1,078.9% | +870.2% |
| All | +2,765.2% | +66.9% | +2,698.3% | +1,983.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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