+179.4%
INTC vs CG
+56.8%
+122.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.2% | +11.2% | +10.0% |
| 7D | +17.4% | -1.3% | +18.7% | +17.9% |
| 30D | +2.8% | -3.2% | +5.9% | +3.9% |
| 3M | -5.3% | +6.2% | -11.5% | -8.5% |
| 6M | +140.6% | -4.7% | +145.3% | +142.3% |
| YTD | +183.1% | -20.6% | +203.7% | +208.1% |
| 1Y | +326.8% | -26.4% | +353.1% | +378.6% |
| 3Y | +179.4% | +55.4% | +124.1% | +130.8% |
| All | +179.4% | +56.8% | +122.7% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling