+121.2%
INTC vs CRL
+358.0%
-236.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.4% | +7.9% |
| 7D | +7.3% | +5.0% | +2.2% | +5.4% |
| 30D | -38.3% | +13.5% | -51.9% | -40.8% |
| 3M | -36.0% | +21.5% | -57.6% | -40.5% |
| 6M | -51.7% | +103.4% | -155.1% | -63.8% |
| YTD | +69.4% | +71.8% | -2.4% | +34.4% |
| 1Y | +65.0% | +97.5% | -32.5% | +23.5% |
| 3Y | +63.0% | +99.2% | -36.3% | +13.7% |
| 5Y | +33.4% | -12.1% | +45.5% | +27.1% |
| 10Y | +121.2% | +359.2% | -238.0% | +2.5% |
| All | +121.2% | +358.0% | -236.8% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling