+155.1%
INTC vs CNH
+12.3%
+142.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.0% | +0.5% | +3.0% |
| 7D | +7.1% | +23.3% | -16.2% | -1.3% |
| 30D | -5.2% | +33.5% | -38.7% | -15.7% |
| 3M | -14.3% | +32.7% | -47.0% | -24.0% |
| 6M | +110.2% | +22.2% | +88.0% | +91.9% |
| YTD | +159.6% | +57.7% | +101.9% | +111.9% |
| 1Y | +289.3% | +28.0% | +261.3% | +246.8% |
| All | +155.1% | +12.3% | +142.8% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling