+694.6%
DELL vs CPB
-40.5%
+735.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +2.3% |
| 7D | +25.6% | -8.2% | +33.8% | +23.1% |
| 30D | +17.7% | -5.6% | +23.3% | +16.3% |
| 3M | +33.4% | +3.0% | +30.5% | +34.8% |
| 6M | +266.2% | -12.7% | +278.9% | +257.2% |
| YTD | +328.0% | -18.0% | +346.0% | +313.0% |
| 1Y | +339.6% | -31.7% | +371.3% | +306.4% |
| 3Y | +694.6% | -41.0% | +735.6% | +627.2% |
| All | +694.6% | -40.5% | +735.1% | +627.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling