+109.3%
INTC vs CL
+76.2%
+33.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.2% |
| 7D | -1.0% | +0.5% | -1.5% | -1.2% |
| 30D | -43.3% | +11.6% | -54.9% | -45.2% |
| 3M | -41.6% | +5.6% | -47.2% | -42.8% |
| 6M | -52.5% | +13.2% | -65.6% | -55.0% |
| YTD | +60.9% | +26.9% | +34.0% | +45.5% |
| 1Y | +55.7% | +27.3% | +28.4% | +40.4% |
| 3Y | +59.2% | +39.7% | +19.5% | +31.5% |
| 5Y | +25.0% | +41.3% | -16.3% | +1.2% |
| 10Y | +109.3% | +76.3% | +33.0% | +48.8% |
| All | +109.3% | +76.2% | +33.1% | +48.8% |
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