+252.1%
INTC vs CAH
+294.8%
-42.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | +7.5% | -5.1% | +12.6% | +9.0% |
| 30D | +2.0% | +0.2% | +1.8% | +1.8% |
| 3M | -12.0% | +6.3% | -18.3% | -14.0% |
| 6M | +114.5% | +9.4% | +105.2% | +107.1% |
| YTD | +179.0% | +15.0% | +164.0% | +164.1% |
| 1Y | +318.3% | +55.4% | +262.8% | +256.0% |
| 3Y | +171.2% | +173.8% | -2.6% | +88.6% |
| 5Y | +107.6% | +395.2% | -287.6% | +16.1% |
| All | +252.1% | +294.8% | -42.7% | +89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling