+121.2%
INTC vs CSGP
+65.4%
+55.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.7% | +7.6% |
| 7D | +7.3% | -7.1% | +14.4% | +8.8% |
| 30D | -38.3% | +3.6% | -41.9% | -40.0% |
| 3M | -36.0% | -2.7% | -33.3% | -37.3% |
| 6M | -51.7% | -8.1% | -43.7% | -52.9% |
| YTD | +69.4% | -55.0% | +124.4% | +107.8% |
| 1Y | +65.0% | -55.8% | +120.8% | +103.7% |
| 3Y | +63.0% | -62.0% | +125.0% | +108.8% |
| 5Y | +33.4% | -62.9% | +96.3% | +67.7% |
| 10Y | +121.2% | +62.6% | +58.6% | +56.5% |
| All | +121.2% | +65.4% | +55.8% | +56.5% |
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