+27.8%
INTC vs CMS
+36.3%
-8.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.7% |
| 7D | +6.0% | +1.7% | +4.3% | +5.8% |
| 30D | -39.2% | +6.2% | -45.4% | -39.7% |
| 3M | -42.9% | +0.6% | -43.6% | -42.9% |
| 6M | -50.4% | -1.8% | -48.6% | -50.5% |
| YTD | +61.7% | +3.8% | +57.8% | +58.3% |
| 1Y | +66.1% | -1.8% | +67.9% | +65.3% |
| 3Y | +58.1% | +39.8% | +18.3% | +38.1% |
| All | +27.8% | +36.3% | -8.5% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling