+4,782.6%
DELL vs CNC
+84.4%
+4,698.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +8.7% | -4.9% | +13.6% | +9.8% |
| 30D | +16.9% | -3.8% | +20.7% | +17.9% |
| 3M | +40.4% | -3.2% | +43.7% | +41.2% |
| 6M | +267.1% | +47.9% | +219.2% | +237.7% |
| YTD | +329.1% | +55.7% | +273.4% | +290.1% |
| 1Y | +346.9% | +106.2% | +240.7% | +280.9% |
| 3Y | +696.6% | -2.1% | +698.7% | +649.3% |
| 5Y | +1,106.2% | +3.4% | +1,102.8% | +994.1% |
| 10Y | +4,177.7% | +91.7% | +4,086.1% | +3,290.3% |
| All | +4,782.6% | +84.4% | +4,698.2% | +3,764.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling