+143.3%
DELL vs CP
+35.2%
+108.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.5% | -12.3% | -9.4% |
| 7D | -24.6% | +5.6% | -30.2% | -25.4% |
| 30D | -32.5% | +10.0% | -42.5% | -34.1% |
| 3M | -20.2% | +4.4% | -24.6% | -20.5% |
| 6M | +76.5% | +14.1% | +62.4% | +66.6% |
| YTD | +198.9% | +29.1% | +169.9% | +163.0% |
| 1Y | +143.3% | +34.6% | +108.8% | +108.4% |
| All | +143.3% | +35.2% | +108.1% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling