+179.4%
INTC vs CLS
+1,316.2%
-1,136.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +5.6% | +3.4% | +7.4% |
| 7D | +17.4% | +12.8% | +4.6% | +13.1% |
| 30D | +2.8% | +3.8% | -1.0% | +1.5% |
| 3M | -5.3% | -14.6% | +9.4% | -1.4% |
| 6M | +140.6% | +32.2% | +108.4% | +121.0% |
| YTD | +183.1% | +11.6% | +171.5% | +169.1% |
| 1Y | +326.8% | +35.1% | +291.7% | +282.2% |
| 3Y | +179.4% | +1,312.5% | -1,133.1% | +12.2% |
| All | +179.4% | +1,316.2% | -1,136.7% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling