+693.0%
INTC vs CHRW
+4,173.0%
-3,480.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +4.1% |
| 7D | +7.1% | -1.4% | +8.5% | +7.6% |
| 30D | -5.2% | -3.5% | -1.7% | -4.1% |
| 3M | -14.3% | -19.4% | +5.1% | -8.6% |
| 6M | +110.2% | -21.4% | +131.6% | +125.7% |
| YTD | +159.6% | -7.1% | +166.8% | +161.4% |
| 1Y | +289.3% | +17.8% | +271.5% | +256.5% |
| 3Y | +166.1% | +78.8% | +87.3% | +104.5% |
| 5Y | +94.4% | +83.5% | +10.9% | +45.6% |
| 10Y | +227.7% | +160.2% | +67.5% | +111.0% |
| All | +693.0% | +4,173.0% | -3,480.0% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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