+1,145.9%
DELL vs CNC
+10.7%
+1,135.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.4% | +11.8% |
| 7D | +8.2% | -0.9% | +9.2% | +8.3% |
| 30D | +17.1% | -1.0% | +18.1% | +17.2% |
| 3M | +45.2% | +4.5% | +40.6% | +44.6% |
| 6M | +286.8% | +85.2% | +201.6% | +268.3% |
| YTD | +354.8% | +61.4% | +293.4% | +337.4% |
| 1Y | +358.3% | +94.9% | +263.4% | +334.9% |
| 3Y | +724.9% | 0.0% | +724.9% | +706.4% |
| All | +1,145.9% | +10.7% | +1,135.2% | +1,124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 5y: compounded portfolio wealth divided by compounded CNC 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…
5y analysis · Full analysis span regression · 6 months rolling