+54.4%
INTC vs CNH
+33.2%
+21.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.9% | -5.4% | +3.4% |
| 7D | -1.0% | +8.6% | -9.6% | -2.6% |
| 30D | -43.3% | +12.6% | -55.8% | -44.6% |
| 3M | -41.6% | +17.5% | -59.1% | -44.8% |
| 6M | -52.5% | +18.1% | -70.6% | -55.0% |
| YTD | +60.9% | +40.4% | +20.5% | +44.7% |
| All | +54.4% | +33.2% | +21.2% | +40.6% |
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