+57.4%
INTC vs CF
+35.9%
+21.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.6% | -5.3% |
| 7D | -39.0% | -6.9% | -32.1% | -40.1% |
| 30D | -49.8% | -3.7% | -46.1% | -50.2% |
| 3M | -42.2% | -5.0% | -37.3% | -42.4% |
| 6M | -39.2% | -10.5% | -28.7% | -39.9% |
| YTD | +57.9% | +46.5% | +11.4% | +53.2% |
| 1Y | +57.4% | +34.8% | +22.5% | +56.7% |
| All | +57.4% | +35.9% | +21.5% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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