+15,172.7%
INTC vs CMS
+457.8%
+14,714.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.6% |
| 7D | +7.1% | +0.4% | +6.7% | +7.0% |
| 30D | -5.2% | -3.6% | -1.6% | -4.3% |
| 3M | -14.3% | -1.9% | -12.4% | -14.3% |
| 6M | +110.2% | -11.0% | +121.2% | +115.2% |
| YTD | +159.6% | +0.2% | +159.4% | +157.3% |
| 1Y | +289.3% | -1.3% | +290.6% | +286.4% |
| 3Y | +166.1% | +35.9% | +130.1% | +140.4% |
| 5Y | +94.4% | +23.1% | +71.3% | +79.3% |
| 10Y | +227.7% | +117.9% | +109.8% | +159.1% |
| All | +15,172.7% | +457.8% | +14,714.9% | +7,132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling