+495.2%
INTC vs CLS
+2,517.3%
-2,022.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.5% | -1.0% | +4.7% |
| 7D | +7.3% | +2.8% | +4.5% | +6.5% |
| 30D | -38.3% | -30.1% | -8.2% | -30.5% |
| 3M | -36.0% | -21.7% | -14.3% | -30.6% |
| 6M | -51.7% | -36.2% | -15.5% | -44.7% |
| YTD | +69.4% | -17.8% | +87.2% | +76.1% |
| 1Y | +65.0% | -26.8% | +91.8% | +75.4% |
| 3Y | +63.0% | +853.4% | -790.4% | -32.6% |
| 5Y | +33.4% | +2,005.0% | -1,971.7% | -58.8% |
| 10Y | +121.2% | +1,929.4% | -1,808.2% | -38.7% |
| All | +495.2% | +2,517.3% | -2,022.1% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling