+51.2%
INTC vs CL
+28.1%
+23.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.0% |
| 7D | -4.0% | +2.6% | -6.6% | -1.6% |
| 30D | -44.5% | +11.8% | -56.2% | -38.5% |
| 3M | -40.4% | +5.9% | -46.3% | -35.4% |
| 6M | -53.5% | +13.3% | -66.8% | -47.7% |
| YTD | +57.5% | +27.1% | +30.4% | +88.4% |
| 1Y | +51.2% | +28.0% | +23.2% | +81.5% |
| All | +51.2% | +28.1% | +23.1% | +81.5% |
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