+111.7%
INTC vs CNH
+7.1%
+104.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -5.6% | +14.6% | +11.0% |
| 7D | +17.4% | +8.8% | +8.6% | +13.4% |
| 30D | +2.8% | +24.7% | -21.9% | -6.1% |
| 3M | -5.3% | +27.3% | -32.6% | -14.5% |
| 6M | +140.6% | +23.2% | +117.5% | +118.8% |
| YTD | +183.1% | +48.9% | +134.2% | +138.7% |
| 1Y | +326.8% | +19.4% | +307.4% | +290.5% |
| 3Y | +179.4% | +7.8% | +171.7% | +158.6% |
| 5Y | +111.7% | +8.7% | +103.0% | +86.1% |
| All | +111.7% | +7.1% | +104.6% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling