+2,505.9%
DELL vs CSGP
+63.3%
+2,442.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.7% | +8.3% | +4.8% |
| 7D | -22.6% | +1.3% | -23.8% | -23.0% |
| 30D | -43.2% | +10.7% | -53.9% | -45.7% |
| 3M | -24.8% | +3.3% | -28.1% | -27.4% |
| 6M | +38.0% | -10.3% | +48.3% | +36.6% |
| YTD | +163.7% | -54.6% | +218.3% | +225.5% |
| 1Y | +122.5% | -54.6% | +177.2% | +174.0% |
| 3Y | +377.0% | -60.3% | +437.3% | +501.5% |
| 5Y | +542.6% | -63.3% | +605.9% | +711.9% |
| All | +2,505.9% | +63.3% | +2,442.6% | +1,811.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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