+630.6%
DELL vs CSGP
-63.4%
+694.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +17.1% | -6.1% | +23.2% | +18.0% |
| 30D | -35.1% | +0.3% | -35.4% | -35.7% |
| 3M | -23.3% | -1.3% | -22.0% | -24.3% |
| 6M | +55.8% | -8.9% | +64.7% | +55.2% |
| YTD | +198.0% | -55.2% | +253.2% | +262.3% |
| 1Y | +166.6% | -56.4% | +223.0% | +226.3% |
| 3Y | +427.6% | -62.2% | +489.8% | +561.8% |
| 5Y | +630.6% | -63.7% | +694.3% | +840.1% |
| All | +630.6% | -63.4% | +694.1% | +840.1% |
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 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