+39.5%
INTC vs CSGP
-58.5%
+98.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -1.6% | -8.7% | -10.6% |
| 7D | -43.2% | +13.9% | -57.1% | -41.9% |
| 30D | -53.6% | +16.0% | -69.6% | -52.4% |
| 3M | -48.3% | +6.1% | -54.4% | -47.3% |
| 6M | -51.7% | -8.2% | -43.5% | -50.0% |
| YTD | +41.6% | -52.3% | +93.9% | +71.5% |
| 1Y | +36.1% | -54.5% | +90.6% | +67.9% |
| All | +39.5% | -58.5% | +98.0% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling