+339.6%
DELL vs CP
+19.5%
+320.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +25.6% | +2.4% | +23.2% | +24.7% |
| 30D | +17.7% | -0.5% | +18.2% | +18.0% |
| 3M | +33.4% | +1.4% | +32.0% | +33.5% |
| 6M | +266.2% | +10.3% | +255.9% | +245.6% |
| YTD | +328.0% | +24.3% | +303.7% | +283.2% |
| 1Y | +339.6% | +20.4% | +319.1% | +305.2% |
| All | +339.6% | +19.5% | +320.1% | +305.2% |
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