+363.5%
INTC vs CAPR
-99.1%
+462.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.9% | +7.9% | -2.0% |
| 7D | -4.0% | +7.6% | -11.6% | -4.1% |
| 30D | -44.5% | +13.3% | -57.8% | -44.6% |
| 3M | -40.4% | +130.4% | -170.8% | -41.1% |
| 6M | -53.5% | -70.8% | +17.3% | -53.2% |
| YTD | +57.5% | -69.3% | +126.8% | +58.2% |
| 1Y | +51.2% | +59.5% | -8.3% | +45.7% |
| 3Y | +51.6% | +216.8% | -165.2% | +43.5% |
| 5Y | +23.5% | +152.7% | -129.2% | +16.6% |
| 10Y | +106.4% | -68.2% | +174.6% | +90.7% |
| All | +363.5% | -99.1% | +462.6% | +316.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling