-50.4%
INTC vs CHD
+22.6%
-73.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -0.3% |
| 7D | +6.0% | +3.6% | +2.4% | +12.1% |
| 30D | -39.2% | +10.4% | -49.6% | -27.4% |
| 3M | -42.9% | +12.2% | -55.1% | -30.1% |
| 6M | -50.4% | +19.9% | -70.3% | -29.3% |
| All | -50.4% | +22.6% | -73.0% | -29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling