+253.8%
INTC vs CFG
+313.6%
-59.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.1% | +10.2% | +9.5% |
| 7D | +17.4% | +2.7% | +14.7% | +16.2% |
| 30D | +2.8% | -3.7% | +6.5% | +4.2% |
| 3M | -5.3% | +9.5% | -14.7% | -8.6% |
| 6M | +140.6% | +22.2% | +118.4% | +122.8% |
| YTD | +183.1% | +22.3% | +160.8% | +162.7% |
| 1Y | +326.8% | +39.4% | +287.3% | +277.3% |
| 3Y | +179.4% | +188.5% | -9.0% | +90.9% |
| 5Y | +111.7% | +101.5% | +10.2% | +59.2% |
| 10Y | +253.8% | +308.6% | -54.8% | +120.4% |
| All | +253.8% | +313.6% | -59.8% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling