+103.2%
INTC vs CMI
+164.8%
-61.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +1.7% |
| 7D | +7.5% | -0.7% | +8.2% | +8.0% |
| 30D | +2.0% | -12.4% | +14.4% | +12.2% |
| 3M | -12.0% | -14.8% | +2.8% | -0.6% |
| 6M | +114.5% | +0.8% | +113.7% | +117.9% |
| YTD | +179.0% | +10.2% | +168.8% | +167.8% |
| 1Y | +318.3% | +37.4% | +280.9% | +249.5% |
| 3Y | +171.2% | +153.3% | +17.9% | +59.7% |
| All | +103.2% | +164.8% | -61.6% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 5y: compounded portfolio wealth divided by compounded CMI 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…
5y analysis · Full analysis span regression · 6 months rolling