+16,837.1%
INTC vs CMI
+19,556.0%
-2,718.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | +18.0% | +0.7% | +17.3% | +17.7% |
| 30D | +8.9% | -12.3% | +21.2% | +14.9% |
| 3M | -1.6% | -16.8% | +15.2% | +6.5% |
| 6M | +133.1% | +1.5% | +131.6% | +134.7% |
| YTD | +187.9% | +9.8% | +178.1% | +181.7% |
| 1Y | +334.7% | +42.6% | +292.1% | +284.7% |
| 3Y | +184.2% | +151.0% | +33.2% | +103.5% |
| 5Y | +116.0% | +167.0% | -51.0% | +50.0% |
| 10Y | +270.0% | +512.2% | -242.2% | +85.7% |
| All | +16,837.1% | +19,556.0% | -2,718.9% | +1,971.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling