+54.4%
INTC vs CF
+47.0%
+7.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | -43.3% | +6.9% | -50.2% | -41.3% |
| 3M | -41.6% | +4.8% | -46.4% | -39.5% |
| 6M | -52.5% | +4.7% | -57.1% | -50.5% |
| YTD | +60.9% | +56.5% | +4.4% | +66.6% |
| All | +54.4% | +47.0% | +7.4% | +59.0% |
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