+103.2%
INTC vs CARR
+8.3%
+94.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +1.8% |
| 7D | +7.5% | -3.8% | +11.2% | +9.8% |
| 30D | +2.0% | -8.9% | +10.9% | +7.5% |
| 3M | -12.0% | -17.3% | +5.3% | -1.8% |
| 6M | +114.5% | -1.4% | +115.9% | +114.9% |
| YTD | +179.0% | +10.0% | +169.0% | +163.5% |
| 1Y | +318.3% | -6.4% | +324.6% | +329.2% |
| 3Y | +171.2% | +1.5% | +169.7% | +159.1% |
| All | +103.2% | +8.3% | +94.9% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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