+25.0%
INTC vs CSGP
-62.4%
+87.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +5.4% |
| 7D | -1.0% | -1.8% | +0.8% | -0.9% |
| 30D | -43.3% | +5.3% | -48.6% | -43.9% |
| 3M | -41.6% | +3.3% | -44.9% | -42.4% |
| 6M | -52.5% | -4.7% | -47.8% | -52.9% |
| YTD | +60.9% | -53.5% | +114.4% | +95.3% |
| 1Y | +55.7% | -53.7% | +109.4% | +89.1% |
| 3Y | +59.2% | -59.7% | +118.9% | +99.0% |
| 5Y | +25.0% | -62.5% | +87.5% | +58.2% |
| All | +25.0% | -62.4% | +87.4% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling