+51.6%
INTC vs CLS
+808.6%
-757.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -4.0% | -13.9% | +9.9% | +0.9% |
| 30D | -44.5% | -38.2% | -6.3% | -35.0% |
| 3M | -40.4% | -28.8% | -11.6% | -33.2% |
| 6M | -53.5% | -40.4% | -13.1% | -45.6% |
| YTD | +57.5% | -24.3% | +81.8% | +70.5% |
| 1Y | +51.2% | -35.0% | +86.2% | +68.2% |
| 3Y | +51.6% | +778.7% | -727.1% | -34.0% |
| All | +51.6% | +808.6% | -757.1% | -34.0% |
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