-13.5%
INTC vs CBRS
-45.3%
+31.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -4.9% |
| 7D | +9.4% | +0.5% | +9.0% | +9.0% |
| 30D | +2.7% | -18.5% | +21.2% | +6.9% |
| 3M | -6.3% | -19.4% | +13.1% | -5.6% |
| All | -13.5% | -45.3% | +31.9% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 CBRS 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 · Available span rolling