+57.4%
INTC vs CME
+19.8%
+37.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.4% | -5.2% | -2.4% |
| 7D | -39.0% | +4.8% | -43.8% | -35.6% |
| 30D | -49.8% | +14.2% | -64.0% | -42.8% |
| 3M | -42.2% | +17.9% | -60.2% | -32.1% |
| 6M | -39.2% | +7.2% | -46.4% | -30.3% |
| YTD | +57.9% | +16.7% | +41.2% | +92.9% |
| 1Y | +57.4% | +19.6% | +37.8% | +95.8% |
| All | +57.4% | +19.8% | +37.6% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling