+122.0%
INTC vs CL
+84.9%
+37.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.5% |
| 7D | +7.3% | -0.8% | +8.0% | +7.4% |
| 30D | -38.3% | +9.5% | -47.9% | -40.1% |
| 3M | -36.0% | +6.8% | -42.8% | -37.5% |
| 6M | -51.7% | +14.3% | -66.0% | -54.4% |
| YTD | +69.4% | +27.0% | +42.4% | +53.1% |
| 1Y | +65.0% | +26.3% | +38.7% | +49.2% |
| 3Y | +63.0% | +39.3% | +23.7% | +34.8% |
| 5Y | +33.4% | +41.5% | -8.2% | +7.8% |
| All | +122.0% | +84.9% | +37.2% | +53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling