+4,681.2%
DELL vs CP
+235.5%
+4,445.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +14.9% | -2.7% | +17.6% | +16.9% |
| 30D | +13.3% | +0.2% | +13.1% | +13.3% |
| 3M | +24.4% | +2.6% | +21.8% | +21.9% |
| 6M | +258.0% | +6.0% | +252.0% | +242.5% |
| YTD | +320.2% | +24.9% | +295.3% | +264.9% |
| 1Y | +319.1% | +20.1% | +298.9% | +271.5% |
| 3Y | +706.5% | +16.4% | +690.1% | +618.0% |
| 5Y | +1,071.9% | +31.7% | +1,040.2% | +858.3% |
| 10Y | +4,683.5% | +223.9% | +4,459.6% | +2,407.2% |
| All | +4,681.2% | +235.5% | +4,445.8% | +2,369.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling