+3,313.5%
DELL vs CP
+244.2%
+3,069.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.8% | +11.8% |
| 7D | +0.4% | -0.7% | +1.0% | +0.8% |
| 30D | -35.1% | +9.6% | -44.8% | -38.8% |
| 3M | -15.1% | +2.2% | -17.4% | -16.6% |
| 6M | +51.7% | +11.1% | +40.6% | +40.4% |
| YTD | +200.0% | +28.2% | +171.8% | +155.2% |
| 1Y | +172.1% | +32.2% | +140.0% | +127.2% |
| 3Y | +431.2% | +35.5% | +395.7% | +331.2% |
| 5Y | +633.1% | +26.8% | +606.3% | +510.5% |
| 10Y | +2,886.3% | +256.9% | +2,629.4% | +1,389.9% |
| All | +3,313.5% | +244.2% | +3,069.3% | +1,627.3% |
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 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