+270.0%
INTC vs CAPR
-77.3%
+347.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +1.8% |
| 7D | +18.0% | -12.6% | +30.6% | +18.2% |
| 30D | +8.9% | +124.4% | -115.5% | +7.1% |
| 3M | -1.6% | -66.8% | +65.2% | -0.8% |
| 6M | +133.1% | -71.8% | +204.9% | +135.4% |
| YTD | +187.9% | -70.1% | +258.0% | +190.2% |
| 1Y | +334.7% | +33.3% | +301.4% | +310.8% |
| 3Y | +184.2% | +36.7% | +147.5% | +161.0% |
| 5Y | +116.0% | +72.5% | +43.5% | +95.1% |
| 10Y | +270.0% | -77.3% | +347.2% | +219.6% |
| All | +270.0% | -77.3% | +347.2% | +219.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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