+27.8%
INTC vs CAH
+505.3%
-477.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.6% |
| 7D | +6.0% | +3.5% | +2.6% | +5.6% |
| 30D | -39.2% | +13.5% | -52.7% | -40.1% |
| 3M | -42.9% | +21.8% | -64.8% | -44.4% |
| 6M | -50.4% | +51.5% | -101.9% | -53.9% |
| YTD | +61.7% | +38.1% | +23.6% | +52.7% |
| 1Y | +66.1% | +37.7% | +28.4% | +56.9% |
| 3Y | +58.1% | +179.6% | -121.5% | +18.7% |
| All | +27.8% | +505.3% | -477.5% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling