+375.3%
DELL vs CPB
-36.1%
+411.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.3% | -3.8% |
| 7D | -18.1% | +2.9% | -21.0% | -17.1% |
| 30D | -42.9% | +17.6% | -60.5% | -39.4% |
| 3M | -26.9% | +2.0% | -28.9% | -25.0% |
| 6M | +28.8% | +11.6% | +17.1% | +34.7% |
| YTD | +168.4% | -13.8% | +182.2% | +166.5% |
| 1Y | +136.8% | -21.6% | +158.4% | +129.5% |
| 3Y | +375.3% | -35.8% | +411.2% | +343.4% |
| All | +375.3% | -36.1% | +411.4% | +343.4% |
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