+57.4%
INTC vs CAH
+38.5%
+18.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.6% | -7.3% | -2.4% |
| 7D | -39.0% | +7.0% | -46.0% | -37.3% |
| 30D | -49.8% | +12.4% | -62.2% | -47.4% |
| 3M | -42.2% | +12.2% | -54.4% | -39.5% |
| 6M | -39.2% | +33.2% | -72.4% | -34.2% |
| YTD | +57.9% | +28.4% | +29.5% | +74.1% |
| 1Y | +57.4% | +35.0% | +22.3% | +75.6% |
| All | +57.4% | +38.5% | +18.8% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling