+111.9%
INTC vs CRL
+350.3%
-238.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | -39.2% | +11.9% | -51.1% | -41.3% |
| 3M | -42.9% | +20.2% | -63.1% | -46.6% |
| 6M | -50.4% | +107.5% | -157.9% | -63.1% |
| YTD | +61.7% | +69.4% | -7.7% | +29.0% |
| 1Y | +66.1% | +99.7% | -33.6% | +23.7% |
| 3Y | +58.1% | +98.8% | -40.6% | +10.4% |
| 5Y | +27.9% | -12.4% | +40.3% | +21.9% |
| All | +111.9% | +350.3% | -238.3% | -1.2% |
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