+17.7%
INTC vs CF
+120.6%
-102.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.7% | +7.0% | +7.7% |
| 7D | -14.4% | -3.2% | -11.2% | -14.3% |
| 30D | -50.2% | +4.3% | -54.6% | -50.4% |
| 3M | -43.6% | +2.8% | -46.4% | -43.8% |
| 6M | -50.2% | +0.6% | -50.8% | -50.5% |
| YTD | +52.5% | +56.6% | -4.1% | +38.1% |
| 1Y | +51.1% | +49.6% | +1.5% | +37.8% |
| 3Y | +50.3% | +61.5% | -11.2% | +33.0% |
| All | +17.7% | +120.6% | -102.9% | -1.8% |
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