+482.8%
INTC vs CLS
+2,637.0%
-2,154.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.7% | -3.6% |
| 7D | +17.1% | +23.5% | -6.4% | +9.3% |
| 30D | -40.5% | -28.9% | -11.5% | -33.3% |
| 3M | -39.4% | -25.2% | -14.2% | -33.3% |
| 6M | -49.3% | -32.1% | -17.2% | -43.1% |
| YTD | +65.9% | -14.1% | +79.9% | +69.8% |
| 1Y | +61.5% | -24.1% | +85.6% | +69.5% |
| 3Y | +59.6% | +897.0% | -837.4% | -35.0% |
| 5Y | +31.2% | +2,089.9% | -2,058.8% | -60.1% |
| 10Y | +116.6% | +2,022.2% | -1,905.6% | -40.9% |
| All | +482.8% | +2,637.0% | -2,154.2% | -0.1% |
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