+289.3%
INTC vs CMG
-11.4%
+300.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.7% |
| 7D | +7.1% | -2.8% | +9.9% | +7.3% |
| 30D | -5.2% | +7.1% | -12.3% | -6.0% |
| 3M | -14.3% | +31.2% | -45.5% | -19.1% |
| 6M | +110.2% | +0.7% | +109.5% | +110.3% |
| YTD | +159.6% | -0.1% | +159.7% | +161.3% |
| 1Y | +289.3% | -10.7% | +300.0% | +305.4% |
| All | +289.3% | -11.4% | +300.7% | +305.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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