+111.7%
INTC vs CLS
+3,459.5%
-3,347.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +5.6% | +3.4% | +7.3% |
| 7D | +17.4% | +12.8% | +4.6% | +13.0% |
| 30D | +2.8% | +3.8% | -1.0% | +1.4% |
| 3M | -5.3% | -14.6% | +9.4% | -1.2% |
| 6M | +140.6% | +32.2% | +108.4% | +119.4% |
| YTD | +183.1% | +11.6% | +171.5% | +167.9% |
| 1Y | +326.8% | +35.1% | +291.7% | +277.7% |
| 3Y | +179.4% | +1,312.5% | -1,133.1% | +7.2% |
| 5Y | +111.7% | +3,542.1% | -3,430.3% | -39.8% |
| All | +111.7% | +3,459.5% | -3,347.8% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling