+109.3%
INTC vs CNH
+134.0%
-24.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.9% | -5.4% | +1.6% |
| 7D | -1.0% | +8.6% | -9.6% | -3.8% |
| 30D | -43.3% | +12.6% | -55.8% | -46.1% |
| 3M | -41.6% | +17.5% | -59.1% | -46.2% |
| 6M | -52.5% | +18.1% | -70.6% | -56.6% |
| YTD | +60.9% | +40.4% | +20.5% | +36.6% |
| 1Y | +55.7% | +34.0% | +21.7% | +34.4% |
| 3Y | +59.2% | +35.3% | +23.9% | +34.7% |
| 5Y | +25.0% | -5.1% | +30.1% | +15.9% |
| 10Y | +109.3% | +124.0% | -14.8% | +48.7% |
| All | +109.3% | +134.0% | -24.7% | +48.7% |
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