+4,782.6%
DELL vs CMI
+468.2%
+4,314.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.0% |
| 7D | +8.7% | +0.7% | +8.0% | +8.2% |
| 30D | +16.9% | -12.3% | +29.2% | +26.5% |
| 3M | +40.4% | -16.8% | +57.2% | +56.9% |
| 6M | +267.1% | +1.5% | +265.5% | +259.2% |
| YTD | +329.1% | +9.8% | +319.3% | +298.2% |
| 1Y | +346.9% | +42.6% | +304.3% | +251.7% |
| 3Y | +696.6% | +151.0% | +545.6% | +350.8% |
| 5Y | +1,106.2% | +167.0% | +939.2% | +554.2% |
| 10Y | +4,177.7% | +512.2% | +3,665.6% | +1,670.1% |
| All | +4,782.6% | +468.2% | +4,314.4% | +1,893.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling