+159.9%
DELL vs CSGP
-54.8%
+214.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.9% | -10.0% | -6.4% |
| 7D | +4.9% | +1.3% | +3.5% | +5.3% |
| 30D | -32.1% | +2.8% | -34.9% | -30.6% |
| 3M | -30.2% | -6.3% | -23.9% | -29.8% |
| 6M | +41.7% | -3.2% | +44.9% | +46.0% |
| YTD | +176.6% | -54.0% | +230.5% | +199.9% |
| 1Y | +159.9% | -54.8% | +214.8% | +183.1% |
| All | +159.9% | -54.8% | +214.7% | +183.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling