+93.9%
INTC vs CB
+99.7%
-5.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.9% | +6.4% | +4.7% |
| 7D | +7.1% | +0.5% | +6.6% | +7.0% |
| 30D | -5.2% | -3.1% | -2.1% | -4.9% |
| 3M | -14.3% | +9.0% | -23.2% | -16.6% |
| 6M | +110.2% | +2.9% | +107.3% | +107.2% |
| YTD | +159.6% | +10.1% | +149.5% | +149.5% |
| 1Y | +289.3% | +22.8% | +266.5% | +257.2% |
| 3Y | +166.1% | +73.8% | +92.3% | +112.1% |
| All | +93.9% | +99.7% | -5.8% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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