+1,114.7%
INTC vs CNI
+6,494.7%
-5,380.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +18.0% | +0.9% | +17.1% | +17.5% |
| 30D | +8.9% | -2.1% | +11.1% | +10.1% |
| 3M | -1.6% | +1.8% | -3.4% | -3.2% |
| 6M | +133.1% | +14.8% | +118.3% | +114.2% |
| YTD | +187.9% | +25.4% | +162.5% | +150.9% |
| 1Y | +334.7% | +32.9% | +301.8% | +266.5% |
| 3Y | +184.2% | +20.2% | +164.0% | +152.4% |
| 5Y | +116.0% | +12.2% | +103.8% | +98.1% |
| 10Y | +270.0% | +136.0% | +134.0% | +130.1% |
| All | +1,114.7% | +6,494.7% | -5,380.0% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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