+270.0%
INTC vs CNH
+157.1%
+112.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.9% |
| 7D | +18.0% | +1.8% | +16.1% | +16.9% |
| 30D | +8.9% | +32.6% | -23.7% | -3.0% |
| 3M | -1.6% | +29.4% | -31.0% | -11.9% |
| 6M | +133.1% | +26.0% | +107.1% | +109.5% |
| YTD | +187.9% | +52.2% | +135.7% | +139.9% |
| 1Y | +334.7% | +23.9% | +310.8% | +290.9% |
| 3Y | +184.2% | +10.1% | +174.1% | +160.9% |
| 5Y | +116.0% | +13.2% | +102.8% | +89.0% |
| 10Y | +270.0% | +160.7% | +109.3% | +138.3% |
| All | +270.0% | +157.1% | +112.9% | +138.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling