+121.2%
INTC vs CME
+297.2%
-176.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.2% | +5.3% | +7.0% |
| 7D | +7.3% | +2.5% | +4.8% | +6.7% |
| 30D | -38.3% | +13.9% | -52.3% | -40.4% |
| 3M | -36.0% | +22.4% | -58.4% | -39.5% |
| 6M | -51.7% | +12.9% | -64.6% | -53.6% |
| YTD | +69.4% | +19.6% | +49.8% | +58.0% |
| 1Y | +65.0% | +17.7% | +47.3% | +54.5% |
| 3Y | +63.0% | +65.3% | -2.3% | +30.7% |
| 5Y | +33.4% | +75.1% | -41.8% | +2.6% |
| 10Y | +121.2% | +305.8% | -184.6% | +33.9% |
| All | +121.2% | +297.2% | -176.0% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling