-48.5%
INTC vs CBRS
-68.9%
+20.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +11.2% | -13.7% | -6.2% |
| 7D | +6.0% | +21.2% | -15.2% | -0.9% |
| 30D | -39.2% | -23.2% | -16.0% | -34.7% |
| 3M | -42.9% | -52.9% | +10.0% | -30.7% |
| All | -48.5% | -68.9% | +20.4% | -37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling