+253.8%
INTC vs CMS
+117.1%
+136.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.5% | +8.6% | +8.9% |
| 7D | +17.4% | +1.2% | +16.2% | +17.0% |
| 30D | +2.8% | -3.2% | +5.9% | +3.9% |
| 3M | -5.3% | -2.2% | -3.1% | -5.2% |
| 6M | +140.6% | -9.4% | +150.0% | +146.5% |
| YTD | +183.1% | +0.7% | +182.4% | +178.2% |
| 1Y | +326.8% | +0.4% | +326.4% | +318.2% |
| 3Y | +179.4% | +35.2% | +144.3% | +139.2% |
| 5Y | +111.7% | +24.1% | +87.6% | +85.5% |
| 10Y | +253.8% | +115.8% | +138.0% | +164.4% |
| All | +253.8% | +117.1% | +136.7% | +164.4% |
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