+50.3%
INTC vs CL
+38.3%
+12.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.2% | +9.9% | +6.7% |
| 7D | -14.4% | +1.3% | -15.7% | -13.7% |
| 30D | -50.2% | +11.4% | -61.6% | -47.5% |
| 3M | -43.6% | +4.4% | -48.0% | -41.5% |
| 6M | -50.2% | +10.8% | -61.0% | -47.3% |
| YTD | +52.5% | +25.1% | +27.4% | +65.0% |
| 1Y | +51.1% | +28.0% | +23.2% | +64.1% |
| 3Y | +50.3% | +37.6% | +12.7% | +66.8% |
| All | +50.3% | +38.3% | +12.0% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling