+57.4%
INTC vs CNH
+15.2%
+42.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -39.0% | +6.5% | -45.5% | -39.8% |
| 30D | -49.8% | -12.0% | -37.9% | -48.5% |
| 3M | -42.2% | +4.4% | -46.6% | -43.8% |
| 6M | -39.2% | +15.7% | -54.8% | -42.6% |
| YTD | +57.9% | +28.2% | +29.7% | +46.2% |
| 1Y | +57.4% | +14.8% | +42.6% | +49.2% |
| All | +57.4% | +15.2% | +42.1% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling