+109.3%
INTC vs CSGP
+72.5%
+36.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +5.0% |
| 7D | -1.0% | -1.8% | +0.8% | -0.7% |
| 30D | -43.3% | +5.3% | -48.6% | -45.0% |
| 3M | -41.6% | +3.3% | -44.9% | -43.7% |
| 6M | -52.5% | -4.7% | -47.8% | -54.0% |
| YTD | +60.9% | -53.5% | +114.4% | +96.1% |
| 1Y | +55.7% | -53.7% | +109.4% | +89.9% |
| 3Y | +59.2% | -59.7% | +118.9% | +100.4% |
| 5Y | +25.0% | -62.5% | +87.5% | +57.5% |
| 10Y | +109.3% | +67.3% | +42.0% | +47.0% |
| All | +109.3% | +72.5% | +36.7% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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