+65.0%
INTC vs CF
+51.3%
+13.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +7.8% |
| 7D | +7.3% | +10.4% | -3.1% | +11.8% |
| 30D | -38.3% | +7.6% | -45.9% | -35.9% |
| 3M | -36.0% | +5.2% | -41.2% | -33.6% |
| 6M | -51.7% | -0.1% | -51.6% | -50.2% |
| YTD | +69.4% | +61.7% | +7.7% | +77.1% |
| 1Y | +65.0% | +50.3% | +14.7% | +71.9% |
| All | +65.0% | +51.3% | +13.7% | +71.9% |
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