+8,872.3%
INTC vs CMS
+463.7%
+8,408.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.1% | +9.8% | +8.3% |
| 7D | -14.4% | -1.3% | -13.1% | -14.2% |
| 30D | -50.2% | +6.3% | -56.6% | -51.2% |
| 3M | -43.6% | -2.1% | -41.6% | -43.5% |
| 6M | -50.2% | -5.1% | -45.1% | -50.0% |
| YTD | +52.5% | +1.3% | +51.3% | +50.1% |
| 1Y | +51.1% | -1.4% | +52.5% | +49.7% |
| 3Y | +50.3% | +36.9% | +13.4% | +35.2% |
| 5Y | +19.2% | +32.5% | -13.4% | +7.4% |
| 10Y | +105.1% | +126.8% | -21.6% | +59.9% |
| All | +8,872.3% | +463.7% | +8,408.6% | +4,118.2% |
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 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