+16,311.0%
INTC vs CL
+4,759.7%
+11,551.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.0% |
| 7D | +7.5% | -2.2% | +9.7% | +8.2% |
| 30D | +2.0% | -6.0% | +8.0% | +4.0% |
| 3M | -12.0% | -2.3% | -9.6% | -12.1% |
| 6M | +114.5% | -2.0% | +116.5% | +113.2% |
| YTD | +179.0% | +11.8% | +167.1% | +163.1% |
| 1Y | +318.3% | +5.8% | +312.4% | +300.2% |
| 3Y | +171.2% | +25.9% | +145.3% | +138.1% |
| 5Y | +107.6% | +26.9% | +80.7% | +80.4% |
| 10Y | +258.5% | +55.1% | +203.4% | +186.2% |
| All | +16,311.0% | +4,759.7% | +11,551.3% | +3,034.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling