+233.7%
INTC vs CF
+5,277.9%
-5,044.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +6.2% | -16.5% | -11.6% |
| 7D | -43.2% | +0.4% | -43.7% | -43.6% |
| 30D | -53.6% | +2.2% | -55.8% | -54.1% |
| 3M | -48.3% | +2.1% | -50.4% | -49.1% |
| 6M | -51.7% | -6.5% | -45.1% | -52.0% |
| YTD | +41.6% | +55.6% | -14.0% | +22.3% |
| 1Y | +36.1% | +42.3% | -6.2% | +19.9% |
| 3Y | +39.3% | +55.7% | -16.5% | +18.2% |
| 5Y | +10.6% | +122.4% | -111.8% | -17.5% |
| 10Y | +90.4% | +568.5% | -478.1% | +2.0% |
| All | +233.7% | +5,277.9% | -5,044.2% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling