+467.3%
INTC vs CNH
+64.7%
+402.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.0% | +0.5% | +3.1% |
| 7D | +7.1% | +23.3% | -16.2% | -0.6% |
| 30D | -5.2% | +33.5% | -38.7% | -14.8% |
| 3M | -14.3% | +32.7% | -47.0% | -23.1% |
| 6M | +110.2% | +22.2% | +88.0% | +93.1% |
| YTD | +159.6% | +57.7% | +101.9% | +117.6% |
| 1Y | +289.3% | +28.0% | +261.3% | +250.0% |
| 3Y | +166.1% | +11.5% | +154.5% | +145.6% |
| 5Y | +94.4% | +11.9% | +82.5% | +73.9% |
| 10Y | +227.7% | +162.8% | +64.9% | +114.9% |
| All | +467.3% | +64.7% | +402.6% | +278.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling