+164.3%
INTC vs CHD
+0.5%
+163.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.8% |
| 7D | +9.4% | -4.7% | +14.2% | +8.6% |
| 30D | +2.7% | -8.3% | +11.0% | +1.5% |
| 3M | -6.3% | -4.0% | -2.2% | -6.5% |
| 6M | +114.5% | -6.5% | +121.0% | +114.6% |
| YTD | +171.9% | +13.1% | +158.8% | +168.1% |
| 1Y | +305.0% | +2.3% | +302.7% | +305.2% |
| All | +164.3% | +0.5% | +163.8% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling