+511.9%
INTC vs CF
+5,948.3%
-5,436.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.2% | +7.7% | +5.2% |
| 7D | +7.1% | +6.0% | +1.1% | +5.6% |
| 30D | -5.2% | +14.8% | -20.1% | -8.3% |
| 3M | -14.3% | +14.1% | -28.4% | -17.4% |
| 6M | +110.2% | +28.5% | +81.6% | +92.7% |
| YTD | +159.6% | +74.9% | +84.7% | +120.5% |
| 1Y | +289.3% | +61.7% | +227.6% | +235.7% |
| 3Y | +166.1% | +80.3% | +85.7% | +119.9% |
| 5Y | +94.4% | +226.0% | -131.6% | +33.2% |
| 10Y | +227.7% | +569.9% | -342.2% | +76.5% |
| All | +511.9% | +5,948.3% | -5,436.4% | +66.8% |
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 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