+2,846.3%
INTC vs CB
+7,007.0%
-4,160.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | -1.0% | -1.5% | +0.5% | -0.6% |
| 30D | -43.3% | +6.5% | -49.8% | -44.7% |
| 3M | -41.6% | +4.1% | -45.7% | -42.8% |
| 6M | -52.5% | +14.4% | -66.9% | -55.5% |
| YTD | +60.9% | +17.5% | +43.4% | +48.3% |
| 1Y | +55.7% | +27.5% | +28.2% | +39.3% |
| 3Y | +59.2% | +71.6% | -12.4% | +27.6% |
| 5Y | +25.0% | +100.6% | -75.6% | -6.0% |
| 10Y | +109.3% | +243.0% | -133.7% | +28.2% |
| All | +2,846.3% | +7,007.0% | -4,160.7% | +728.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling