+116.0%
INTC vs CHD
+19.3%
+96.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | +18.0% | -4.2% | +22.1% | +18.3% |
| 30D | +8.9% | -7.6% | +16.5% | +9.6% |
| 3M | -1.6% | -1.6% | 0.0% | -1.8% |
| 6M | +133.1% | -6.3% | +139.4% | +134.6% |
| YTD | +187.9% | +14.6% | +173.3% | +175.9% |
| 1Y | +334.7% | +1.6% | +333.1% | +329.8% |
| 3Y | +184.2% | +3.1% | +181.0% | +177.3% |
| 5Y | +116.0% | +21.1% | +94.9% | +108.6% |
| All | +116.0% | +19.3% | +96.7% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling