+289.3%
INTC vs CLS
+47.9%
+241.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +4.2% |
| 7D | +7.1% | +4.6% | +2.5% | +5.0% |
| 30D | -5.2% | -13.9% | +8.7% | -0.4% |
| 3M | -14.3% | -26.6% | +12.3% | -5.3% |
| 6M | +110.2% | +15.4% | +94.8% | +97.7% |
| YTD | +159.6% | +5.7% | +154.0% | +148.0% |
| 1Y | +289.3% | +41.1% | +248.2% | +256.9% |
| All | +289.3% | +47.9% | +241.4% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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