+143.3%
DELL vs CMG
+12.0%
+131.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.8% | -14.7% | -8.0% |
| 7D | -24.6% | +22.5% | -47.1% | -22.7% |
| 30D | -32.5% | +14.1% | -46.6% | -31.0% |
| 3M | -20.2% | +4.1% | -24.3% | -18.7% |
| 6M | +76.5% | +10.1% | +66.4% | +80.7% |
| YTD | +198.9% | -4.9% | +203.8% | +210.7% |
| 1Y | +143.3% | +10.9% | +132.4% | +136.5% |
| All | +143.3% | +12.0% | +131.4% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling