+111.9%
INTC vs CL
+88.0%
+23.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.9% |
| 7D | +6.0% | +3.2% | +2.8% | +5.3% |
| 30D | -39.2% | +8.0% | -47.2% | -40.6% |
| 3M | -42.9% | +7.9% | -50.8% | -44.4% |
| 6M | -50.4% | +14.7% | -65.1% | -53.1% |
| YTD | +61.7% | +29.2% | +32.5% | +45.6% |
| 1Y | +66.1% | +29.5% | +36.6% | +49.2% |
| 3Y | +58.1% | +40.7% | +17.5% | +30.7% |
| 5Y | +27.9% | +43.9% | -16.0% | +3.0% |
| All | +111.9% | +88.0% | +23.9% | +46.2% |
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