+106.4%
INTC vs CF
+494.2%
-387.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.5% |
| 7D | -4.0% | +4.8% | -8.7% | -4.9% |
| 30D | -44.5% | +9.7% | -54.2% | -45.7% |
| 3M | -40.4% | +1.2% | -41.6% | -41.0% |
| 6M | -53.5% | +7.4% | -60.8% | -54.9% |
| YTD | +57.5% | +60.5% | -3.0% | +35.0% |
| 1Y | +51.2% | +50.7% | +0.4% | +31.4% |
| 3Y | +51.6% | +64.8% | -13.2% | +26.5% |
| 5Y | +23.5% | +115.8% | -92.3% | -9.3% |
| 10Y | +106.4% | +481.0% | -374.6% | +19.1% |
| All | +106.4% | +494.2% | -387.8% | +19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling