+57.4%
INTC vs CLS
-28.7%
+86.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.1% | +5.3% | +0.3% |
| 7D | -39.0% | -21.1% | -17.9% | -31.7% |
| 30D | -49.8% | -38.2% | -11.6% | -38.2% |
| 3M | -42.2% | -36.3% | -5.9% | -30.3% |
| 6M | -39.2% | -43.8% | +4.6% | -24.2% |
| YTD | +57.9% | -20.0% | +77.9% | +71.5% |
| 1Y | +57.4% | -29.6% | +87.0% | +74.8% |
| All | +57.4% | -28.7% | +86.1% | +74.8% |
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