+2,886.3%
DELL vs CP
+251.7%
+2,634.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.8% | +11.8% |
| 7D | +0.4% | -0.7% | +1.0% | +0.8% |
| 30D | -35.1% | +9.6% | -44.8% | -38.8% |
| 3M | -15.1% | +2.2% | -17.4% | -16.6% |
| 6M | +51.7% | +11.1% | +40.6% | +40.3% |
| YTD | +200.0% | +28.2% | +171.8% | +154.8% |
| 1Y | +172.1% | +32.2% | +140.0% | +126.8% |
| 3Y | +431.2% | +35.5% | +395.7% | +330.2% |
| 5Y | +633.1% | +26.8% | +606.3% | +509.1% |
| 10Y | +2,886.3% | +256.9% | +2,629.4% | +1,391.8% |
| All | +2,886.3% | +251.7% | +2,634.6% | +1,391.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling