+110.2%
INTC vs CMS
-10.9%
+121.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.3% |
| 7D | +7.1% | +0.4% | +6.7% | +7.4% |
| 30D | -5.2% | -3.6% | -1.6% | -8.6% |
| 3M | -14.3% | -1.9% | -12.4% | -17.3% |
| 6M | +110.2% | -11.0% | +121.2% | +102.2% |
| All | +110.2% | -10.9% | +121.1% | +102.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling