+179.4%
INTC vs CME
+52.8%
+126.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.1% | +10.1% | +8.5% |
| 7D | +17.4% | -2.9% | +20.3% | +15.8% |
| 30D | +2.8% | +5.5% | -2.8% | +5.6% |
| 3M | -5.3% | +11.0% | -16.2% | +1.5% |
| 6M | +140.6% | -9.7% | +150.3% | +139.7% |
| YTD | +183.1% | +4.9% | +178.3% | +195.7% |
| 1Y | +326.8% | +10.1% | +316.7% | +352.3% |
| 3Y | +179.4% | +53.5% | +125.9% | +216.5% |
| All | +179.4% | +52.8% | +126.6% | +216.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling