+150.9%
INTC vs CRL
+1,379.5%
-1,228.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.2% | +5.0% |
| 7D | +7.1% | -1.0% | +8.1% | +7.4% |
| 30D | -5.2% | +10.7% | -15.9% | -8.2% |
| 3M | -14.3% | +55.3% | -69.6% | -25.4% |
| 6M | +110.2% | +60.7% | +49.5% | +79.8% |
| YTD | +159.6% | +44.6% | +115.0% | +128.6% |
| 1Y | +289.3% | +77.7% | +211.5% | +220.3% |
| 3Y | +166.1% | +37.6% | +128.4% | +127.1% |
| 5Y | +94.4% | -35.8% | +130.2% | +99.4% |
| 10Y | +227.7% | +241.7% | -14.0% | +111.2% |
| All | +150.9% | +1,379.5% | -1,228.6% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling