+57.4%
INTC vs CL
+33.4%
+23.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.3% | -7.0% | -0.9% |
| 7D | -39.0% | +7.7% | -46.7% | -34.4% |
| 30D | -49.8% | +15.2% | -65.1% | -43.3% |
| 3M | -42.2% | +7.3% | -49.6% | -36.9% |
| 6M | -39.2% | +17.0% | -56.2% | -31.5% |
| YTD | +57.9% | +28.0% | +29.9% | +88.5% |
| 1Y | +57.4% | +32.1% | +25.2% | +90.7% |
| All | +57.4% | +33.4% | +23.9% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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