+243.2%
INTC vs CG
+321.9%
-78.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.2% | -4.6% |
| 7D | +9.4% | -9.8% | +19.2% | +13.9% |
| 30D | +2.7% | -10.3% | +13.0% | +6.9% |
| 3M | -6.3% | -1.7% | -4.6% | -6.2% |
| 6M | +114.5% | -9.8% | +124.3% | +120.6% |
| YTD | +171.9% | -25.6% | +197.5% | +200.5% |
| 1Y | +305.0% | -32.5% | +337.5% | +363.8% |
| 3Y | +168.3% | +45.6% | +122.7% | +121.0% |
| 5Y | +102.3% | +3.7% | +98.6% | +80.6% |
| All | +243.2% | +321.9% | -78.7% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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