+93.9%
INTC vs CMS
+23.4%
+70.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +7.1% | +0.4% | +6.7% | +7.0% |
| 30D | -5.2% | -3.6% | -1.6% | -4.7% |
| 3M | -14.3% | -1.9% | -12.4% | -14.8% |
| 6M | +110.2% | -11.0% | +121.2% | +113.8% |
| YTD | +159.6% | +0.2% | +159.4% | +155.6% |
| 1Y | +289.3% | -1.3% | +290.6% | +283.7% |
| 3Y | +166.1% | +35.9% | +130.1% | +135.0% |
| All | +93.9% | +23.4% | +70.4% | +76.4% |
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 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