+4,177.7%
DELL vs CP
+224.3%
+3,953.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.9% |
| 7D | +8.7% | +0.6% | +8.2% | +8.4% |
| 30D | +16.9% | -0.5% | +17.4% | +17.3% |
| 3M | +40.4% | +0.1% | +40.4% | +39.6% |
| 6M | +267.1% | +7.8% | +259.3% | +247.5% |
| YTD | +329.1% | +22.9% | +306.2% | +276.1% |
| 1Y | +346.9% | +21.3% | +325.6% | +293.6% |
| 3Y | +696.6% | +20.4% | +676.3% | +595.2% |
| 5Y | +1,106.2% | +34.9% | +1,071.3% | +873.2% |
| 10Y | +4,177.7% | +233.3% | +3,944.4% | +2,093.0% |
| All | +4,177.7% | +224.3% | +3,953.4% | +2,093.0% |
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