+52.2%
INTC vs CRL
+1,673.3%
-1,621.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.4% |
| 7D | -4.0% | -1.7% | -2.3% | -3.3% |
| 30D | -44.5% | +14.6% | -59.1% | -46.3% |
| 3M | -40.4% | +24.8% | -65.2% | -44.0% |
| 6M | -53.5% | +94.7% | -148.2% | -62.1% |
| YTD | +57.5% | +73.4% | -15.8% | +32.1% |
| 1Y | +51.2% | +104.7% | -53.5% | +20.4% |
| 3Y | +51.6% | +101.1% | -49.5% | +16.7% |
| 5Y | +23.5% | -10.8% | +34.3% | +16.3% |
| 10Y | +106.4% | +358.8% | -252.4% | +23.6% |
| All | +52.2% | +1,673.3% | -1,621.1% | -23.6% |
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 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