+33.4%
INTC vs CF
+115.5%
-82.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +7.5% |
| 7D | +7.3% | +10.4% | -3.1% | +6.9% |
| 30D | -38.3% | +7.6% | -45.9% | -38.6% |
| 3M | -36.0% | +5.2% | -41.2% | -36.3% |
| 6M | -51.7% | -0.1% | -51.6% | -51.8% |
| YTD | +69.4% | +61.7% | +7.7% | +53.2% |
| 1Y | +65.0% | +50.3% | +14.7% | +51.0% |
| 3Y | +63.0% | +66.0% | -3.0% | +44.2% |
| 5Y | +33.4% | +114.5% | -81.2% | +11.6% |
| All | +33.4% | +115.5% | -82.2% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling