+16,554.9%
INTC vs CHD
+10,010.3%
+6,544.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.0% | +11.1% | +9.5% |
| 7D | +17.4% | -2.9% | +20.3% | +18.2% |
| 30D | +2.8% | -6.2% | +9.0% | +4.2% |
| 3M | -5.3% | +1.6% | -6.8% | -6.3% |
| 6M | +140.6% | -3.5% | +144.1% | +140.3% |
| YTD | +183.1% | +16.2% | +166.9% | +169.2% |
| 1Y | +326.8% | +3.4% | +323.4% | +316.6% |
| 3Y | +179.4% | +4.6% | +174.8% | +169.7% |
| 5Y | +111.7% | +21.1% | +90.6% | +95.6% |
| 10Y | +253.8% | +126.5% | +127.3% | +175.1% |
| All | +16,554.9% | +10,010.3% | +6,544.6% | +6,075.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling