+54.4%
INTC vs CMS
-1.1%
+55.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +6.0% |
| 7D | -1.0% | -0.9% | -0.1% | -1.8% |
| 30D | -43.3% | +7.1% | -50.4% | -39.8% |
| 3M | -41.6% | -1.3% | -40.3% | -41.1% |
| 6M | -52.5% | -2.7% | -49.8% | -52.3% |
| YTD | +60.9% | +2.6% | +58.3% | +60.5% |
| All | +54.4% | -1.1% | +55.5% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling