+4,681.2%
DELL vs CPB
-49.4%
+4,730.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.5% |
| 7D | +14.9% | -8.6% | +23.5% | +14.7% |
| 30D | +13.3% | -7.2% | +20.5% | +13.2% |
| 3M | +24.4% | +0.9% | +23.5% | +24.1% |
| 6M | +258.0% | -11.8% | +269.8% | +257.8% |
| YTD | +320.2% | -19.4% | +339.6% | +320.8% |
| 1Y | +319.1% | -30.4% | +349.4% | +321.0% |
| 3Y | +706.5% | -40.2% | +746.7% | +704.7% |
| 5Y | +1,071.9% | -39.5% | +1,111.4% | +1,064.4% |
| 10Y | +4,683.5% | -47.4% | +4,730.9% | +4,829.9% |
| All | +4,681.2% | -49.4% | +4,730.7% | +4,877.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling