+53.5%
INTC vs CF
+50.2%
+3.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -1.1% |
| 7D | -4.0% | +4.8% | -8.7% | -1.8% |
| 30D | -44.5% | +9.7% | -54.2% | -41.9% |
| 3M | -40.4% | +1.2% | -41.6% | -38.9% |
| 6M | -53.5% | +7.4% | -60.8% | -51.0% |
| YTD | +57.5% | +60.5% | -3.0% | +64.3% |
| All | +53.5% | +50.2% | +3.3% | +59.5% |
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