+121.2%
INTC vs CCL
-29.3%
+150.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.7% | +7.6% |
| 7D | +7.3% | -1.5% | +8.8% | +7.8% |
| 30D | -38.3% | +16.5% | -54.8% | -40.6% |
| 3M | -36.0% | +11.2% | -47.2% | -37.9% |
| 6M | -51.7% | +22.6% | -74.3% | -54.3% |
| YTD | +69.4% | +2.6% | +66.8% | +65.8% |
| 1Y | +65.0% | +17.0% | +48.0% | +56.3% |
| 3Y | +63.0% | +145.5% | -82.6% | +28.8% |
| 5Y | +33.4% | +36.1% | -2.7% | +10.8% |
| 10Y | +121.2% | -29.4% | +150.6% | +114.9% |
| All | +121.2% | -29.3% | +150.5% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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