+4,404.4%
DELL vs CMG
+327.5%
+4,076.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +11.9% |
| 7D | +8.2% | -2.1% | +10.3% | +8.9% |
| 30D | +17.1% | +10.9% | +6.2% | +13.5% |
| 3M | +45.2% | +15.8% | +29.3% | +37.6% |
| 6M | +286.8% | +6.9% | +279.8% | +272.6% |
| YTD | +354.8% | -2.2% | +356.9% | +348.9% |
| 1Y | +358.3% | -7.1% | +365.3% | +353.7% |
| 3Y | +724.9% | -7.1% | +732.0% | +703.6% |
| 5Y | +1,193.7% | -4.8% | +1,198.5% | +1,114.1% |
| All | +4,404.4% | +327.5% | +4,076.9% | +2,761.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling