+2,901.0%
DELL vs CVE
+115.7%
+2,785.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.2% | +3.8% |
| 7D | -22.6% | -16.1% | -6.4% | -19.2% |
| 30D | -43.2% | -10.4% | -32.8% | -41.7% |
| 3M | -24.8% | -2.4% | -22.5% | -24.6% |
| 6M | +38.0% | -4.4% | +42.4% | +38.0% |
| YTD | +163.7% | +64.9% | +98.8% | +131.1% |
| 1Y | +122.5% | +66.0% | +56.5% | +94.3% |
| 3Y | +377.0% | +57.7% | +319.3% | +315.8% |
| 5Y | +542.6% | +144.7% | +397.8% | +398.4% |
| 10Y | +2,554.1% | +139.2% | +2,414.9% | +1,554.6% |
| All | +2,901.0% | +115.7% | +2,785.3% | +1,833.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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