+25.0%
INTC vs CNH
-6.4%
+31.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.9% | -5.4% | +1.8% |
| 7D | -1.0% | +8.6% | -9.6% | -3.6% |
| 30D | -43.3% | +12.6% | -55.8% | -45.9% |
| 3M | -41.6% | +17.5% | -59.1% | -46.0% |
| 6M | -52.5% | +18.1% | -70.6% | -56.4% |
| YTD | +60.9% | +40.4% | +20.5% | +37.2% |
| 1Y | +55.7% | +34.0% | +21.7% | +34.9% |
| 3Y | +59.2% | +35.3% | +23.9% | +36.2% |
| 5Y | +25.0% | -5.1% | +30.1% | +15.0% |
| All | +25.0% | -6.4% | +31.4% | +15.0% |
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