+117.4%
INTC vs CSGP
+61.2%
+56.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | +17.1% | -6.1% | +23.2% | +18.6% |
| 30D | -40.5% | +0.3% | -40.8% | -41.7% |
| 3M | -39.4% | -1.3% | -38.1% | -40.9% |
| 6M | -49.3% | -8.9% | -40.3% | -50.3% |
| YTD | +65.9% | -55.2% | +121.1% | +103.8% |
| 1Y | +61.5% | -56.4% | +117.9% | +100.4% |
| 3Y | +59.6% | -62.2% | +121.8% | +104.8% |
| 5Y | +31.2% | -63.7% | +94.8% | +66.2% |
| All | +117.4% | +61.2% | +56.2% | +53.0% |
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