+190.1%
INTC vs CG
+300.6%
-110.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.6% | -1.6% |
| 7D | -4.0% | +2.0% | -6.0% | -4.6% |
| 30D | -44.5% | +8.5% | -53.0% | -46.2% |
| 3M | -40.4% | -12.1% | -28.3% | -37.9% |
| 6M | -53.5% | -16.4% | -37.0% | -50.9% |
| YTD | +57.5% | -28.0% | +85.5% | +73.8% |
| 1Y | +51.2% | -18.9% | +70.1% | +59.7% |
| 3Y | +51.6% | +51.2% | +0.3% | +27.0% |
| 5Y | +23.5% | -15.9% | +39.3% | +20.3% |
| 10Y | +106.4% | +305.9% | -199.5% | +26.3% |
| All | +190.1% | +300.6% | -110.5% | +70.3% |
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