+244.2%
INTC vs CNH
+40.2%
+204.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -0.6% |
| 7D | -4.0% | +4.5% | -8.5% | -5.3% |
| 30D | -44.5% | +7.6% | -52.1% | -46.2% |
| 3M | -40.4% | +17.0% | -57.4% | -44.7% |
| 6M | -53.5% | +12.9% | -66.4% | -56.5% |
| YTD | +57.5% | +34.3% | +23.3% | +37.8% |
| 1Y | +51.2% | +28.5% | +22.6% | +34.0% |
| 3Y | +51.6% | +31.9% | +19.7% | +31.7% |
| 5Y | +23.5% | -9.6% | +33.1% | +17.5% |
| 10Y | +106.4% | +106.3% | +0.1% | +44.1% |
| All | +244.2% | +40.2% | +204.0% | +139.8% |
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