+2,954.5%
DELL vs CNH
+122.2%
+2,832.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +0.9% | -1.8% |
| 7D | -18.1% | +4.5% | -22.6% | -19.4% |
| 30D | -42.9% | +7.6% | -50.5% | -44.6% |
| 3M | -26.9% | +17.0% | -43.9% | -31.9% |
| 6M | +28.8% | +12.9% | +15.8% | +19.4% |
| YTD | +168.4% | +34.3% | +134.2% | +131.0% |
| 1Y | +136.8% | +28.5% | +108.3% | +106.9% |
| 3Y | +375.3% | +31.9% | +343.5% | +304.7% |
| 5Y | +551.0% | -9.6% | +560.6% | +524.9% |
| 10Y | +2,566.3% | +106.3% | +2,460.0% | +1,795.3% |
| All | +2,954.5% | +122.2% | +2,832.2% | +2,064.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling