+2,886.3%
DELL vs CNH
+113.9%
+2,772.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.9% | +9.9% | +11.0% |
| 7D | +0.4% | +6.7% | -6.3% | -1.9% |
| 30D | -35.1% | +7.2% | -42.3% | -36.9% |
| 3M | -15.1% | +17.5% | -32.6% | -21.1% |
| 6M | +51.7% | +15.0% | +36.8% | +39.8% |
| YTD | +200.0% | +36.8% | +163.2% | +156.1% |
| 1Y | +172.1% | +27.6% | +144.5% | +138.5% |
| 3Y | +431.2% | +34.3% | +396.9% | +348.3% |
| 5Y | +633.1% | -12.2% | +645.3% | +611.9% |
| 10Y | +2,886.3% | +113.9% | +2,772.5% | +2,000.9% |
| All | +2,886.3% | +113.9% | +2,772.5% | +2,000.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling