+377.0%
DELL vs CP
+26.5%
+350.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.5% |
| 7D | -22.6% | +2.8% | -25.3% | -23.8% |
| 30D | -43.2% | +10.2% | -53.4% | -46.3% |
| 3M | -24.8% | +2.4% | -27.2% | -25.9% |
| 6M | +38.0% | +7.7% | +30.3% | +30.6% |
| YTD | +163.7% | +26.0% | +137.8% | +126.3% |
| 1Y | +122.5% | +34.6% | +87.9% | +82.9% |
| 3Y | +377.0% | +26.7% | +350.3% | +324.8% |
| All | +377.0% | +26.5% | +350.5% | +324.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling