+111.7%
INTC vs CNP
+76.4%
+35.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.1% | +7.9% | +8.7% |
| 7D | +17.4% | +1.6% | +15.8% | +16.9% |
| 30D | +2.8% | -0.8% | +3.6% | +3.0% |
| 3M | -5.3% | -3.6% | -1.7% | -4.9% |
| 6M | +140.6% | -6.9% | +147.5% | +143.8% |
| YTD | +183.1% | +6.4% | +176.7% | +170.9% |
| 1Y | +326.8% | +9.9% | +316.8% | +300.3% |
| 3Y | +179.4% | +53.1% | +126.4% | +119.5% |
| 5Y | +111.7% | +72.0% | +39.8% | +60.8% |
| All | +111.7% | +76.4% | +35.3% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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