+243.2%
INTC vs CRL
+249.3%
-6.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -4.8% |
| 7D | +9.4% | -6.9% | +16.4% | +12.4% |
| 30D | +2.7% | -3.2% | +5.9% | +3.7% |
| 3M | -6.3% | +46.5% | -52.8% | -20.4% |
| 6M | +114.5% | +63.1% | +51.3% | +73.0% |
| YTD | +171.9% | +36.9% | +135.0% | +134.2% |
| 1Y | +305.0% | +78.1% | +226.9% | +211.0% |
| 3Y | +168.3% | +36.7% | +131.7% | +115.8% |
| 5Y | +102.3% | -38.1% | +140.4% | +119.0% |
| All | +243.2% | +249.3% | -6.2% | +72.6% |
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