+51.2%
INTC vs CI
+18.7%
+32.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -1.2% |
| 7D | -4.0% | +2.6% | -6.6% | -3.0% |
| 30D | -44.5% | +7.3% | -51.8% | -43.1% |
| 3M | -40.4% | +9.5% | -49.9% | -38.4% |
| 6M | -53.5% | +6.4% | -59.9% | -51.7% |
| YTD | +57.5% | +12.0% | +45.5% | +62.1% |
| 1Y | +51.2% | +20.1% | +31.1% | +58.8% |
| All | +51.2% | +18.7% | +32.5% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling