+2,901.0%
DELL vs CMS
+120.7%
+2,780.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +4.0% |
| 7D | -22.6% | -1.3% | -21.3% | -22.5% |
| 30D | -43.2% | +6.3% | -49.5% | -43.9% |
| 3M | -24.8% | -2.1% | -22.8% | -24.7% |
| 6M | +38.0% | -5.1% | +43.1% | +38.4% |
| YTD | +163.7% | +1.3% | +162.5% | +160.7% |
| 1Y | +122.5% | -1.4% | +123.9% | +121.1% |
| 3Y | +377.0% | +36.9% | +340.0% | +327.5% |
| 5Y | +542.6% | +32.5% | +510.0% | +472.7% |
| 10Y | +2,554.1% | +126.8% | +2,427.4% | +1,949.3% |
| All | +2,901.0% | +120.7% | +2,780.3% | +2,261.2% |
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