+111.7%
INTC vs CRL
-37.4%
+149.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.7% | +11.7% | +9.9% |
| 7D | +17.4% | -0.6% | +18.0% | +17.5% |
| 30D | +2.8% | +5.0% | -2.2% | +0.8% |
| 3M | -5.3% | +50.6% | -55.8% | -18.5% |
| 6M | +140.6% | +60.9% | +79.7% | +100.4% |
| YTD | +183.1% | +40.7% | +142.4% | +146.5% |
| 1Y | +326.8% | +73.3% | +253.4% | +243.1% |
| 3Y | +179.4% | +40.6% | +138.9% | +129.1% |
| 5Y | +111.7% | -37.0% | +148.7% | +87.8% |
| All | +111.7% | -37.4% | +149.1% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling