+50.3%
INTC vs CFG
+168.6%
-118.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.9% | +8.6% | +8.2% |
| 7D | -14.4% | -0.9% | -13.5% | -14.0% |
| 30D | -50.2% | +1.1% | -51.3% | -50.4% |
| 3M | -43.6% | -12.0% | -31.6% | -39.6% |
| 6M | -50.2% | -2.2% | -48.0% | -49.9% |
| YTD | +52.5% | +11.4% | +41.1% | +42.7% |
| 1Y | +51.1% | +27.8% | +23.3% | +31.2% |
| 3Y | +50.3% | +173.3% | -123.0% | +0.6% |
| All | +50.3% | +168.6% | -118.3% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling