+812.4%
INTC vs CLS
+3,265.4%
-2,453.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +4.2% |
| 7D | +7.1% | +4.6% | +2.5% | +5.3% |
| 30D | -5.2% | -13.9% | +8.7% | -1.2% |
| 3M | -14.3% | -26.6% | +12.3% | -5.8% |
| 6M | +110.2% | +15.4% | +94.8% | +96.8% |
| YTD | +159.6% | +5.7% | +154.0% | +147.3% |
| 1Y | +289.3% | +41.1% | +248.2% | +230.9% |
| 3Y | +166.1% | +1,228.6% | -1,062.5% | -2.2% |
| 5Y | +94.4% | +3,240.6% | -3,146.3% | -49.1% |
| 10Y | +227.7% | +2,760.3% | -2,532.6% | -19.5% |
| All | +812.4% | +3,265.4% | -2,453.0% | +45.5% |
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