+109.3%
INTC vs CFG
+248.3%
-139.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.5% | +4.4% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | -43.3% | +3.2% | -46.5% | -43.8% |
| 3M | -41.6% | -9.7% | -31.9% | -39.3% |
| 6M | -52.5% | +3.6% | -56.1% | -53.2% |
| YTD | +60.9% | +14.7% | +46.2% | +52.9% |
| 1Y | +55.7% | +29.6% | +26.1% | +41.5% |
| 3Y | +59.2% | +190.6% | -131.4% | +9.1% |
| 5Y | +25.0% | +67.1% | -42.0% | +0.4% |
| 10Y | +109.3% | +237.0% | -127.7% | +50.7% |
| All | +109.3% | +248.3% | -139.0% | +50.7% |
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