+143.3%
DELL vs CPB
-18.4%
+161.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.9% | -14.7% | -6.5% |
| 7D | -24.6% | +13.0% | -37.6% | -20.9% |
| 30D | -32.5% | +20.5% | -53.0% | -27.4% |
| 3M | -20.2% | +2.2% | -22.4% | -17.1% |
| 6M | +76.5% | +15.4% | +61.1% | +83.6% |
| YTD | +198.9% | -12.3% | +211.2% | +209.4% |
| 1Y | +143.3% | -18.0% | +161.3% | +150.1% |
| All | +143.3% | -18.4% | +161.8% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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