+319.1%
DELL vs CMI
+45.0%
+274.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.1% |
| 7D | +14.9% | -0.7% | +15.6% | +15.4% |
| 30D | +13.3% | -13.4% | +26.7% | +21.8% |
| 3M | +24.4% | -17.0% | +41.4% | +36.0% |
| 6M | +258.0% | -1.6% | +259.7% | +257.1% |
| YTD | +320.2% | +11.0% | +309.2% | +292.9% |
| 1Y | +319.1% | +41.9% | +277.1% | +263.3% |
| All | +319.1% | +45.0% | +274.1% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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