+110.2%
INTC vs CI
+1.6%
+108.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +4.2% |
| 7D | +7.1% | +1.3% | +5.8% | +7.3% |
| 30D | -5.2% | +4.4% | -9.6% | -4.4% |
| 3M | -14.3% | +0.7% | -15.0% | -14.1% |
| 6M | +110.2% | +0.3% | +109.8% | +110.9% |
| All | +110.2% | +1.6% | +108.5% | +110.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling