+730.0%
INTC vs CMG
+4,006.7%
-3,276.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | 0.0% | +9.1% | +9.1% |
| 7D | +17.4% | -1.5% | +18.9% | +17.8% |
| 30D | +2.8% | +12.7% | -9.9% | -0.6% |
| 3M | -5.3% | +26.3% | -31.5% | -11.9% |
| 6M | +140.6% | +4.5% | +136.1% | +134.1% |
| YTD | +183.1% | -0.1% | +183.2% | +178.6% |
| 1Y | +326.8% | -6.8% | +333.5% | +324.0% |
| 3Y | +179.4% | -5.0% | +184.4% | +171.8% |
| 5Y | +111.7% | -3.0% | +114.8% | +101.7% |
| 10Y | +253.8% | +323.6% | -69.7% | +125.2% |
| All | +730.0% | +4,006.7% | -3,276.7% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling