+4,681.2%
DELL vs CMS
+118.4%
+4,562.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +14.9% | +0.4% | +14.5% | +14.8% |
| 30D | +13.3% | -3.6% | +16.9% | +14.0% |
| 3M | +24.4% | -1.9% | +26.3% | +24.3% |
| 6M | +258.0% | -11.0% | +269.0% | +264.1% |
| YTD | +320.2% | +0.2% | +320.0% | +316.8% |
| 1Y | +319.1% | -1.3% | +320.4% | +316.5% |
| 3Y | +706.5% | +35.9% | +670.6% | +624.0% |
| 5Y | +1,071.9% | +23.1% | +1,048.8% | +970.6% |
| 10Y | +4,683.5% | +117.9% | +4,565.6% | +3,643.9% |
| All | +4,681.2% | +118.4% | +4,562.8% | +3,675.7% |
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