+3,063.4%
DELL vs CMS
+123.7%
+2,939.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.3% |
| 7D | -11.8% | -0.9% | -10.9% | -11.7% |
| 30D | -40.8% | +7.1% | -47.9% | -41.6% |
| 3M | -23.6% | -1.3% | -22.3% | -23.5% |
| 6M | +33.4% | -2.7% | +36.0% | +33.2% |
| YTD | +178.0% | +2.6% | +175.4% | +174.3% |
| 1Y | +138.6% | -2.0% | +140.6% | +137.6% |
| 3Y | +400.9% | +39.6% | +361.3% | +347.3% |
| 5Y | +580.7% | +35.3% | +545.4% | +504.0% |
| 10Y | +2,655.3% | +132.3% | +2,522.9% | +2,018.0% |
| All | +3,063.4% | +123.7% | +2,939.7% | +2,384.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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