+27.8%
INTC vs CL
+43.4%
-15.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.2% |
| 7D | +6.0% | +3.2% | +2.8% | +6.6% |
| 30D | -39.2% | +8.0% | -47.2% | -38.3% |
| 3M | -42.9% | +7.9% | -50.8% | -41.9% |
| 6M | -50.4% | +14.7% | -65.1% | -49.6% |
| YTD | +61.7% | +29.2% | +32.5% | +62.1% |
| 1Y | +66.1% | +29.5% | +36.6% | +66.4% |
| 3Y | +58.1% | +40.7% | +17.5% | +47.3% |
| All | +27.8% | +43.4% | -15.6% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling