+111.9%
INTC vs CFG
+216.2%
-104.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +6.0% | +3.2% | +2.8% | +4.8% |
| 30D | -39.2% | +5.1% | -44.3% | -40.1% |
| 3M | -42.9% | -11.2% | -31.7% | -40.3% |
| 6M | -50.4% | +9.6% | -60.0% | -52.2% |
| YTD | +61.7% | +15.0% | +46.7% | +53.5% |
| 1Y | +66.1% | +29.9% | +36.3% | +50.8% |
| 3Y | +58.1% | +192.1% | -133.9% | +8.0% |
| 5Y | +27.9% | +62.3% | -34.4% | +3.5% |
| All | +111.9% | +216.2% | -104.3% | +49.2% |
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