+9,411.2%
INTC vs CHD
+11,766.8%
-2,355.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.8% |
| 7D | +6.0% | +3.6% | +2.4% | +5.2% |
| 30D | -39.2% | +10.4% | -49.6% | -40.8% |
| 3M | -42.9% | +12.2% | -55.1% | -44.8% |
| 6M | -50.4% | +19.9% | -70.3% | -53.1% |
| YTD | +61.7% | +36.4% | +25.3% | +47.4% |
| 1Y | +66.1% | +35.1% | +31.0% | +51.6% |
| 3Y | +58.1% | +29.2% | +29.0% | +44.8% |
| 5Y | +27.9% | +33.4% | -5.5% | +15.2% |
| 10Y | +111.1% | +195.0% | -83.9% | +53.7% |
| All | +9,411.2% | +11,766.8% | -2,355.7% | +3,281.1% |
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