+569.8%
DELL vs CSGP
-62.5%
+632.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.9% | -10.0% | -7.5% |
| 7D | +4.9% | +1.3% | +3.5% | +4.7% |
| 30D | -32.1% | +2.8% | -34.9% | -33.0% |
| 3M | -30.2% | -6.3% | -23.9% | -30.3% |
| 6M | +41.7% | -3.2% | +44.9% | +39.4% |
| YTD | +176.6% | -54.0% | +230.5% | +235.0% |
| 1Y | +159.9% | -54.8% | +214.8% | +216.1% |
| 3Y | +388.0% | -60.6% | +448.6% | +506.7% |
| All | +569.8% | -62.5% | +632.3% | +762.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling