+305.0%
INTC vs CHD
+0.8%
+304.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -6.3% |
| 7D | +9.4% | -4.7% | +14.2% | +6.4% |
| 30D | +2.7% | -8.3% | +11.0% | -2.0% |
| 3M | -6.3% | -4.0% | -2.2% | -6.9% |
| 6M | +114.5% | -6.5% | +121.0% | +112.9% |
| YTD | +171.9% | +13.1% | +158.8% | +182.5% |
| 1Y | +305.0% | +2.3% | +302.7% | +340.5% |
| All | +305.0% | +0.8% | +304.2% | +340.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling