+326.8%
INTC vs CL
+6.7%
+320.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.4% | +9.5% | +8.8% |
| 7D | +17.4% | -1.4% | +18.8% | +16.5% |
| 30D | +2.8% | -5.2% | +8.0% | -0.3% |
| 3M | -5.3% | +3.3% | -8.6% | -3.8% |
| 6M | +140.6% | -4.4% | +145.0% | +133.2% |
| YTD | +183.1% | +13.9% | +169.2% | +214.8% |
| 1Y | +326.8% | +7.6% | +319.1% | +355.8% |
| All | +326.8% | +6.7% | +320.0% | +355.8% |
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 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