+2,876.0%
DELL vs CPB
-40.8%
+2,916.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | +17.1% | -5.8% | +22.9% | +16.8% |
| 30D | -35.1% | +16.5% | -51.5% | -34.7% |
| 3M | -23.3% | -1.1% | -22.2% | -23.0% |
| 6M | +55.8% | +11.5% | +44.3% | +56.0% |
| YTD | +198.0% | -15.7% | +213.7% | +199.7% |
| 1Y | +166.6% | -24.7% | +191.2% | +168.7% |
| 3Y | +427.6% | -37.3% | +464.9% | +428.5% |
| 5Y | +630.6% | -35.0% | +665.7% | +626.8% |
| All | +2,876.0% | -40.8% | +2,916.7% | +3,035.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling