+15,172.7%
INTC vs CI
+7,591.2%
+7,581.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.8% | +4.8% |
| 7D | +7.1% | +1.3% | +5.8% | +6.7% |
| 30D | -5.2% | +4.4% | -9.6% | -6.3% |
| 3M | -14.3% | +0.7% | -15.0% | -15.1% |
| 6M | +110.2% | +0.3% | +109.8% | +108.3% |
| YTD | +159.6% | +3.8% | +155.8% | +154.9% |
| 1Y | +289.3% | -5.5% | +294.8% | +287.7% |
| 3Y | +166.1% | +8.1% | +157.9% | +151.0% |
| 5Y | +94.4% | +42.8% | +51.6% | +68.8% |
| 10Y | +227.7% | +143.9% | +83.8% | +143.8% |
| All | +15,172.7% | +7,591.2% | +7,581.5% | +3,147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling