+270.0%
INTC vs CI
+143.6%
+126.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.5% |
| 7D | +18.0% | -1.1% | +19.1% | +18.3% |
| 30D | +8.9% | +0.5% | +8.5% | +8.6% |
| 3M | -1.6% | -5.2% | +3.6% | -0.7% |
| 6M | +133.1% | +4.3% | +128.8% | +127.4% |
| YTD | +187.9% | +2.8% | +185.1% | +181.9% |
| 1Y | +334.7% | -5.8% | +340.5% | +332.6% |
| 3Y | +184.2% | +4.7% | +179.4% | +163.8% |
| 5Y | +116.0% | +42.7% | +73.3% | +73.1% |
| 10Y | +270.0% | +141.0% | +129.0% | +153.1% |
| All | +270.0% | +143.6% | +126.4% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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