+2,662.4%
DELL vs CP
+257.3%
+2,405.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.7% | -6.9% |
| 7D | +4.9% | +2.1% | +2.7% | +3.7% |
| 30D | -32.1% | +9.3% | -41.4% | -35.8% |
| 3M | -30.2% | +0.5% | -30.7% | -30.7% |
| 6M | +41.7% | +10.4% | +31.3% | +31.6% |
| YTD | +176.6% | +28.7% | +147.9% | +134.4% |
| 1Y | +159.9% | +33.2% | +126.8% | +115.6% |
| 3Y | +388.0% | +38.4% | +349.5% | +290.4% |
| 5Y | +578.2% | +26.2% | +552.0% | +465.2% |
| All | +2,662.4% | +257.3% | +2,405.0% | +1,276.3% |
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