+252.1%
INTC vs CMG
+327.5%
-75.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +7.5% | -2.1% | +9.5% | +8.0% |
| 30D | +2.0% | +10.9% | -8.9% | -1.2% |
| 3M | -12.0% | +15.8% | -27.8% | -16.7% |
| 6M | +114.5% | +6.9% | +107.6% | +106.8% |
| YTD | +179.0% | -2.2% | +181.1% | +175.8% |
| 1Y | +318.3% | -7.1% | +325.4% | +315.7% |
| 3Y | +171.2% | -7.1% | +178.3% | +163.7% |
| 5Y | +107.6% | -4.8% | +112.4% | +95.4% |
| All | +252.1% | +327.5% | -75.4% | +145.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling