-49.9%
INTC vs CBRS
-73.2%
+23.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.1% | -1.0% |
| 7D | -4.0% | -4.3% | +0.3% | -2.7% |
| 30D | -44.5% | -42.9% | -1.5% | -34.6% |
| 3M | -40.4% | -59.3% | +18.9% | -24.3% |
| All | -49.9% | -73.2% | +23.4% | -35.3% |
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 · Available span rolling