+109.3%
INTC vs CMS
+127.7%
-18.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.3% |
| 7D | -1.0% | -0.9% | -0.1% | -0.8% |
| 30D | -43.3% | +7.1% | -50.4% | -44.7% |
| 3M | -41.6% | -1.3% | -40.3% | -41.6% |
| 6M | -52.5% | -2.7% | -49.8% | -52.6% |
| YTD | +60.9% | +2.6% | +58.3% | +56.4% |
| 1Y | +55.7% | -2.0% | +57.7% | +54.0% |
| 3Y | +59.2% | +39.6% | +19.5% | +34.3% |
| 5Y | +25.0% | +35.3% | -10.3% | +5.3% |
| 10Y | +109.3% | +132.3% | -23.1% | +53.8% |
| All | +109.3% | +127.7% | -18.4% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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