+378.0%
INTC vs CG
+351.2%
+26.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +5.1% |
| 7D | +7.1% | -4.3% | +11.4% | +8.7% |
| 30D | -5.2% | -5.1% | -0.1% | -3.6% |
| 3M | -14.3% | +8.7% | -23.0% | -17.2% |
| 6M | +110.2% | -9.2% | +119.4% | +115.6% |
| YTD | +159.6% | -18.9% | +178.5% | +175.7% |
| 1Y | +289.3% | -25.6% | +314.9% | +324.8% |
| 3Y | +166.1% | +57.3% | +108.8% | +119.8% |
| 5Y | +94.4% | +10.2% | +84.2% | +73.3% |
| 10Y | +227.7% | +364.2% | -136.5% | +92.2% |
| All | +378.0% | +351.2% | +26.9% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling