+57.4%
INTC vs CMG
+12.0%
+45.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.8% | -9.6% | -3.5% |
| 7D | -39.0% | +22.5% | -61.5% | -38.7% |
| 30D | -49.8% | +14.1% | -63.9% | -49.5% |
| 3M | -42.2% | +4.1% | -46.3% | -41.9% |
| 6M | -39.2% | +10.1% | -49.2% | -40.0% |
| YTD | +57.9% | -4.9% | +62.8% | +64.1% |
| 1Y | +57.4% | +10.9% | +46.5% | +56.3% |
| All | +57.4% | +12.0% | +45.4% | +56.3% |
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