+270.0%
INTC vs CLS
+3,003.3%
-2,733.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +18.0% | +20.1% | -2.1% | +11.7% |
| 30D | +8.9% | +6.0% | +2.9% | +6.9% |
| 3M | -1.6% | -10.3% | +8.7% | +1.2% |
| 6M | +133.1% | +24.5% | +108.6% | +116.2% |
| YTD | +187.9% | +12.9% | +175.1% | +171.9% |
| 1Y | +334.7% | +36.7% | +298.0% | +283.9% |
| 3Y | +184.2% | +1,328.1% | -1,143.9% | +16.9% |
| 5Y | +116.0% | +3,682.3% | -3,566.3% | -34.3% |
| 10Y | +270.0% | +3,038.3% | -2,768.3% | -1.4% |
| All | +270.0% | +3,003.3% | -2,733.3% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling