+17.7%
INTC vs CMS
+32.6%
-14.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.1% | +9.8% | +7.9% |
| 7D | -14.4% | -1.3% | -13.1% | -14.3% |
| 30D | -50.2% | +6.3% | -56.6% | -50.8% |
| 3M | -43.6% | -2.1% | -41.6% | -43.5% |
| 6M | -50.2% | -5.1% | -45.1% | -50.1% |
| YTD | +52.5% | +1.3% | +51.3% | +49.7% |
| 1Y | +51.1% | -1.4% | +52.5% | +49.4% |
| 3Y | +50.3% | +36.9% | +13.4% | +31.5% |
| All | +17.7% | +32.6% | -14.8% | +3.7% |
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